Nonparametric Regression-Spline Random Effects Models

Shujie Ma, Jeffrey Racine and Aman Ullah

Department of Economics Working Papers from McMaster University

Abstract: We consider a B-spline regression approach towards efficient nonparametric modelling of a random effects (error component) model. Theoretical underpinnings are provided, finite-sample performance is evaluated via Monte Carlo simulation, and an application that examines the contribution of different types of public infrastructure on private production is investigated using panel data comprising the 48 contiguous states in the US over the period 1970-1986.

JEL-codes: C14 C23 (search for similar items in EconPapers)
Pages: 34 pages
Date: 2015-08
New Economics Papers: this item is included in nep-ecm and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://socserv.mcmaster.ca/econ/rsrch/papers/archive/2015-10.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mcm:deptwp:2015-10

Access Statistics for this paper

More papers in Department of Economics Working Papers from McMaster University Contact information at EDIRC.
Bibliographic data for series maintained by ().