NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS. (27th May 2014)
- Record Type:
- Journal Article
- Title:
- NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS. (27th May 2014)
- Main Title:
- NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS
- Authors:
- Lee, Yoonseok
- Abstract:
- <abstract abstract-type="normal"> <title> <x content-type="archive" xml:space="preserve">Abstract</x> </title> <p>This paper considers nonparametric estimation of autoregressive panel data models with fixed effects. A within-group type series estimator is developed and its convergence rate and asymptotic normality are derived. It is found that the series estimator is asymptotically biased and the bias could reduce the mean-square convergence rate compared with the cross-section cases. A bias corrected nonparametric estimator is developed.</p> </abstract>
- Is Part Of:
- Econometric theory. Volume 30:Number 6(2014:Dec.)
- Journal:
- Econometric theory
- Issue:
- Volume 30:Number 6(2014:Dec.)
- Issue Display:
- Volume 30, Issue 6 (2014)
- Year:
- 2014
- Volume:
- 30
- Issue:
- 6
- Issue Sort Value:
- 2014-0030-0006-0000
- Page Start:
- 1315
- Page End:
- 1347
- Publication Date:
- 2014-05-27
- Subjects:
- Econometrics -- Periodicals
330.01519505 - Journal URLs:
- http://journals.cambridge.org/action/displayJournal?jid=ECT ↗
- DOI:
- 10.1017/S0266466614000188 ↗
- Languages:
- English
- ISSNs:
- 0266-4666
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital Store
- Ingest File:
- 4234.xml