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Nonparametric estimation of varying coefficient dynamic panel models
| dc.contributor.author | Cai, Zongwu | |
| dc.contributor.author | Li, Qi | |
| dc.date.accessioned | 2015-01-23T18:58:36Z | |
| dc.date.available | 2015-01-23T18:58:36Z | |
| dc.date.issued | 2008-10-01 | |
| dc.identifier.citation | Cai, Zongwu; Li, Qi. (2008). "Nonparametric estimation of varying coefficient dynamic panel models." Econometric Theory 24(5):1321. http://dx.doi.org/10.1017/S0266466608080523 | en_US |
| dc.identifier.issn | 0266-4666 | |
| dc.identifier.uri | http://hdl.handle.net/1808/16364 | |
| dc.description | This is the publisher's version, also available electronically from http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=2059888&fileId=S0266466608080523. | en_US |
| dc.description.abstract | We suggest using a class of semiparametric dynamic panel data models to capture individual variations in panel data. The model assumes linearity in some continuous/discrete variables that can be exogenous/endogenous and allows for nonlinearity in other weakly exogenous variables. We propose a nonparametric generalized method of moments (NPGMM) procedure to estimate the functional coefficients, and we establish the consistency and asymptotic normality of the resulting estimators. | en_US |
| dc.publisher | Cambridge University Press | en_US |
| dc.title | Nonparametric estimation of varying coefficient dynamic panel models | en_US |
| dc.type | Article | |
| kusw.kuauthor | Cai, Zongwu | |
| kusw.kudepartment | Economics | en_US |
| dc.identifier.doi | 10.1017/S0266466608080523 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess |
