Nonparametric dynamic panel data models: Kernel estimation and specification testing

Journal of Econometrics

Volumn 176, Issue 2, 2013, Pages 112-133

  Su, Liangjun ^a   Lu, Xun ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Additive models; Dynamic panel data models; Fredholm integral equation; Iterative estimator; Linearity; Local polynomial regression; Specification test

Indexed keywords

ECONOMICS; INTEGRAL EQUATIONS; ITERATIVE METHODS; MODELS; SAMPLING; SPECIFICATIONS; STATISTICAL TESTS;

ADDITIVE MODELS; DYNAMIC PANEL DATA; FREDHOLM INTEGRAL EQUATIONS; ITERATIVE ESTIMATOR; LINEARITY; LOCAL POLYNOMIAL REGRESSION; SPECIFICATION TEST;

ESTIMATION;

EID: 84880330502     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2013.04.020     Document Type: Article

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