Non-and Semi-Parametric Panel Data Models : A Selective Review

@inproceedings{Chen2013NonandSP,
  title={Non-and Semi-Parametric Panel Data Models : A Selective Review},
  author={Jia Chen and Degui Li and Jiti Gao},
  year={2013}
}
This article provides a selective review on the recent developments of some nonlinear nonparametric and semiparametric panel data models. In particular, we focus on two types of modelling frameworks: nonparametric and semiparametric panel data models with deterministic trends, and semiparametric single-index panel data models with individual effects. We also review various estimation methodologies which can consistently estimate both the parametric and nonparametric components in these models… CONTINUE READING

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