Sieve Estimation of Panel Data Models with Cross Section Dependence

Sieve Estimation of Panel Data Models with Cross Section Dependence

In this paper we consider the problem of estimating semiparametric panel data models with cross section dependence, where the individual-specific regressors enter the model nonparametrically whereas the common factors enter the model linearly. We consider both heterogeneous and homogeneous regressio...

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書目詳細資料
Main Authors:	SU, Liangjun, JIN, Sainan
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2012
主題:	Common factor Cross-section dependence Heterogeneous regression Panel data Sieve estimation Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1337 https://ink.library.smu.edu.sg/context/soe_research/article/2336/viewcontent/SieveEstimation_CrossSection_2012.pdf
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