Nonparametric panel data regression with parametric cross-sectional dependence
| Year of publication: |
2022
|
|---|---|
| Authors: | Soberon, Alexandra ; Rodríguez Poo, Juan Manuel ; Robinson, Peter M. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 25.2022, 1, p. 114-133
|
| Subject: | Local linear estimation | panel data | cross-sectional dependence | generalised leastsquares | optimal bandwidth | pseudo-maximum likelihood estimation | Panel | Panel study | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
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