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	Nonparametric estimation of varying coefficient dynamic panel data models
	Cai, Zongwu ; Li, Qi ; Cai ZW(蔡宗武)
	2008-10
关键词	NONLINEAR TIME-SERIES SEMIPARAMETRIC ESTIMATION REGRESSION-MODELS INFERENCE
英文摘要	Conference Name:11th International Conference on Panel Data. Conference Address: College Stn, TX. Time:JUN, 2004.; 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.
语种	英语
出处	http://dx.doi.org/10.1017/S0266466608080523
出版者	ECONOMET THEOR
内容类型	其他
源URL	[http://dspace.xmu.edu.cn/handle/2288/85919]
专题	王亚南院－会议论文
推荐引用方式 GB/T 7714	Cai, Zongwu,Li, Qi,Cai ZW. Nonparametric estimation of varying coefficient dynamic panel data models. 2008-10-01.

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