Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator
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DOI: 10.1007/s00181-012-0641-x
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- Aman Ullah & Tao Wang & Weixin Yao, 2020. "Modal Regression for Fixed Effects Panel Data," Working Papers 202102, University of California at Riverside, Department of Economics, revised Nov 2020.
- Huang, Bai & Lee, Tae-Hwy & Ullah, Aman, 2020.
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- Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Combined Estimation of Semiparametric Panel Data Models," Working Papers 201915, University of California at Riverside, Department of Economics.
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More about this item
Keywords
Covariance matrix; Local linear estimation; Productivity; Relative efficiency; C1; C14; C33;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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