Nonparametric fixed effects model for panel data with locally stationary regressors
Year of publication: |
February 2018
|
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Authors: | Pei, Youquan ; Huang, Tao ; You, Jinhong |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 202.2018, 2, p. 286-305
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Subject: | Panel data models | Fixed effect | Locally stationary | Local linear estimation | Hypothesis testing | Panel | Panel study | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Fixed-Effects-Modell | Fixed effects model |
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