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
Citation
SU, Liangjun and ULLAH, Aman.
More efficient estimation of nonparametric panel data models with random effects. (2007). Economics Letters. 96, (3), 375-380.
Available at: https://ink.library.smu.edu.sg/soe_research/2043
Copyright Owner and License
Authors
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org/10.1016/j.econlet.2007.02.018