This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity … typically observed in the long-panel literature without kernel smoothing. We also consider a split-panel jackknife method to …

characterize nonstationarity and trending phenomenon in nonlinear panel data analysis. We develop two methods to estimate the trend … the trend function and the coefficient function. The asymptotic theory for this approach reveals that although the … is motivated by a least squares dummy variable method proposed in parametric panel data analysis. This method removes the …

In this paper, we propose a single-index panel data model with unobserved multiple interactive fixed effects. This …

This paper develops an innovative way of estimating a functional-coefficient spatial autoregressive panel data model …

This paper investigates the estimation and inference of spatial panel data models in which the regression coefficient …

In this paper, we consider a model selection issue in semiparametric panel data models with fixed effects. The …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …