Nonparametric Estimation and Inference for Panel Data Models

This chapter surveys nonparametric methods for estimation and inference in a panel data setting. Methods surveyed include profile likelihood, kernel smoothers, as well as series and sieve estimators. The practical application of nonparametric panel-based techniques is less prevalent that, say, nonparametric density and regression techniques. It is our hope that the material covered in this chapter will prove useful and facilitate their adoption by practitioners

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Year of publication:	2018
Authors:	Parmeter, Christopher F.
Other Persons:	Racine, Jeffrey (contributor)
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Panel \| Panel study \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Induktive Statistik \| Statistical inference \| Nichtparametrische Schätzung \| Nonparametric estimation \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis

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