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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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2012
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| 主題: | |
| 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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