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

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2ef7771570fe3cbb9d3d35eecb2c88ef
https://doi.org/10.1007/s00180-014-0549-3