This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models …

This paper considers kernel-based nonparametric estimation of panel models using local linear least squares, when both … nonparametric fixed-effects models, it is shown that conventional within transformation or first difference render panel ….S. state-level panel data on nitrogen oxide and sulfur dioxide emissions …

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …

in the current literature. This paper proposes a three dimensional (3-D) panel model for rice yields with time …

This paper develops methodology for semiparametric panel data models in a setting where both the time series and the …

In this paper, we consider a class of time-varying panel data models with individual-specific regression coefficients …

This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for …

panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …

characterize nonstationarity and trending phenomenon in nonlinear panel data analysis. We develop two methods to estimate the trend … is motivated by a least squares dummy variable method proposed in parametric panel data analysis. This method removes the …

This paper proposes a nonparametric test for common trends in semiparametric panel data models with fixed effects based …