Nonparametric estimation of fixed effects panel data models

Yichen Gao and Kunpeng Li

Journal of Nonparametric Statistics, 2013, vol. 25, issue 3, 679-693

Abstract: In this paper, we consider the problem of estimating a nonparametric panel data models with fixed effects. We propose using the profile least-squares method to concentrate out the fixed effects and then estimate the unknown function by the kernel method. We show that our proposed estimator is consistent and has an asymptotically normal distribution. Monte Carlo simulations show that our proposed estimator performs well compared with several existing estimators.

Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://hdl.handle.net/10.1080/10485252.2013.808744 (text/html)
Access to full text is restricted to subscribers.

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:taf:gnstxx:v:25:y:2013:i:3:p:679-693

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20

DOI: 10.1080/10485252.2013.808744

Access Statistics for this article

Journal of Nonparametric Statistics is currently edited by Jun Shao

More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().