Publication Type

Journal Article

Version

acceptedVersion

Publication Date

9-2007

Abstract

We propose a class of two-step estimators for nonparametric panel data models with random effects that are more efficient than the conventional least squares estimators. We establish asymptotic normality for the proposed estimators and derive the most efficient estimator in the class.

Keywords

Nonparametrics, Panel data models, Random effects, Efficiency

Discipline

Econometrics

Research Areas

Econometrics

Publication

Economics Letters

Volume

96

Issue

3

First Page

375

Last Page

380

ISSN

0165-1765

Identifier

10.1016/j.econlet.2007.02.018

Publisher

Elsevier

Copyright Owner and License

Authors

Additional URL

https://doi.org/10.1016/j.econlet.2007.02.018

Included in

Econometrics Commons

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