Nonparametric time-varying coefficient panel data models with fixed effects [electronic resource] /...
Nonparametric time-varying coefficient panel data models with fixed effects [electronic resource] / Degui Li, Jia Chen, and Jiti Gao.
About this item
Full title
Author / Creator
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2010.
Date
2010.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2010.
Series
Place of Publication
South Australia
Date Published
2010.
Subjects
More information
Scope and Contents
Summary
This paper is concerned with developing a nonparametric time varying coefficient model with fixed effects to characterize nonstationarity and trending phenomenon in nonlinear panel data analysis. We develop two methods to estimate the trend function and the coefficient function without taking the first difference to eliminate the fixed effects. T...
Alternative Titles
Full title
Nonparametric time-varying coefficient panel data models with fixed effects [electronic resource] / Degui Li, Jia Chen, and Jiti Gao.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Research paper / University of Adelaide, School of Economics ; no. 2010-08.
Title from title screen (viewed on Sept. 14, 2011)
"May 2010".
Includes bibliographical references (p. 27-28)
System details note
Mode of access: Internet via World Wide Web. Address as at 14/09/2011: http://www.economics.adelaide.edu.au/research/papers/
System requirements: Adobe Acrobat reader to access the document in PDF.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvKBlZWJ4b
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvKBlZWJ4b
Other Identifiers
DDC
330.015195
MMS ID
991007960459702626
