Nonparametric trending regression with cross-sectional dependence
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DOI: 10.1016/j.jeconom.2012.01.005
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More about this item
Keywords
Panel data; Nonparametric time trend; Cross-sectional dependence; Generalized least squares; Optimal bandwidth;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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