Nonparametric Dynamic Panel Data Models with Interactive Fixed Effects: Sieve Estimation and Specification Testing
In this paper we analyze nonparametric dynamic panel data models with interactive fixed effects, where the predetermined regressors enter the models nonparametrically and the common factors enter the models linearly but with individual specific factor loadings. We consider the issues of estimation a...
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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2013
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/1560 https://ink.library.smu.edu.sg/context/soe_research/article/2559/viewcontent/NonparametricDynamic_PanelDataModels_InteractiveFixedEffects_2013_wp.pdf |
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| 機構: | Singapore Management University |
| 語言: | English |