A nonparametric random effects estimator

被引：31

作者：

Henderson, DJ ^{[1
]}

Ullah, A

机构：

[1] SUNY Binghamton, Dept Econ, Binghamton, NY 13902 USA

[2] Univ Calif Riverside, Dept Econ, Riverside, CA USA

来源：

ECONOMICS LETTERS | 2005年 / 88卷 / 03期

关键词：

nonparametric; random effects; kernel;

D O I：

10.1016/j.econlet.2005.05.005

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper proposes feasible nonparametric random effects estimators. Specifically, we propose feasible versions of the two estimators in Lin and Carroll (2000) [Lin, X. and R. J. Carroll, 2000, Nonparametric function estimation for clustered data when the predictor is measured without/with error, Journal of the American Statistical Association 95, 520-534] and a modified version of the estimator in Ullah and Roy (1998) [Ullah, A. and N. Roy, 1998, Nonparametric and semiparametric econometrics of panel data, in: A. Ullah and D. E. A. Giles, eds., Handbook of Apllied Economics Statistics, Vol. 1 (Marcel Dekker, New York) 579-604.]. Further, the consistency properties of these estimators are established. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：403 / 407

页数：5