Nonparametric multidimensional fixed effects panel data models

Autor: Daniel J. Henderson, Juan M. Rodriguez-Poo, Alexandra Soberon

Publikováno v: Econometric Reviews. 41:321-358

Multidimensional panel datasets are routinely employed to identify marginal effects in empirical research. Fixed effects estimators are typically used to deal with potential correlation between uno...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::bfc4a9d4c41906140391aa4832122fb4
https://doi.org/10.1080/07474938.2021.1957283

Testing for distributional features in varying coefficient panel data models

Autor: Juan M. Rodriguez-Poo, Alexandra Soberon, Winfried Stute

Publikováno v: Econometric Reviews, 2020 39:3, 277-298
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)

This article provides several tests for skewness and kurtosis for the error terms in a one-way fixed-effects varying coefficient panel data model. To obtain these tests, estimators of higher-order moments of both error components are obtained as solu

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d580722066adb75b1174db5947d09381
https://doi.org/10.1080/07474938.2019.1624403

NONPARAMETRIC AND SEMIPARAMETRIC PANEL DATA MODELS: RECENT DEVELOPMENTS

Autor: Alexandra Soberon, Juan M. Rodriguez-Poo

Publikováno v: Journal of Economic Surveys. 31:923-960

In this paper, we provide an intensive review of the recent developments for semiparametric and fully nonparametric panel data models that are linearly separable in the innovation and the individual-specific term. We analyze these developments under

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::9ff32183219314abb3348988e13d6052
https://doi.org/10.1111/joes.12177

Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study

Autor: Juan M. Rodriguez-Poo, Alexandra Soberon

Publikováno v: Computational Statistics, september 2015, Volume 30, Issue 3, pp 885-906
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)

Recently, some new techniques have been proposed for the estimation of semi-parametric fixed effects varying coefficient panel data models. These new techniques fall within the class of the so-called differencing estimators. In particular, we conside

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https://doi.org/10.1007/s00180-014-0549-3

Nonparametric estimation of fixed effects panel data varying coefficient models

Autor: Juan M. Rodriguez-Poo, Alexandra Soberon

Publikováno v: Journal of Multivariate Analysis, 2015, 133, 95-122
Journal of Multivariate Analysis, Volume 133, January 2015, Pages 95–122
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)

In this paper, we consider the nonparametric estimation of a varying coefficient fixed effect panel data model. The estimator is based in a within (un-smoothed) transformation of the regression model and then a local linear regression is applied to e

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::abf54ccd26e6c4bdbee08acfdfd1c586
http://hdl.handle.net/10902/9522