This paper considers the shape invariant modelling approach in semiparametric regression estimation. Nonparametric functions of similar shape are linked by parametric transformations with unknown parameters. A computationally convenient estimation procedure is suggested. √N- consistency of the...

The fixed effects (FE) panel model is one of the main econometric tools in empirical economic research. A major practical limitation is that the parameters on time-constant covariates are not identifiable. This paper presents a new approach to grouping FE in the linear panel model to reduce...