A Nonparametric Random Effects Estimator

This paper proposes feasible nonparametric random effects estimators. Specifically, we propose feasible versions of the two estimators in Lin and Carroll (2000) and a modified version of the random effects estimator in Ullah and Roy (1998). Further, the consistency properties of these estimators are established

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Year of publication:	2005
Authors:	Henderson, Daniel J. ; Ullah, Aman
Publisher:	[S.l.] : SSRN
Subject:	Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätztheorie \| Estimation theory \| Core
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Letters, Vol. 88, pp. 403-407, 2005 Volltext nicht verfügbar
Classification:	C1 - Econometric and Statistical Methods: General ; C14 - Semiparametric and Nonparametric Methods ; C33 - Models with Panel Data
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014060486