More efficient estimation of nonparametric panel data models with random effects

被引：17

作者：

Su, Liangjun ^{[1
]}

Ullah, Aman

机构：

[1] Peking Univ, Guanghua Sch Management, Beijing 100871, Peoples R China

[2] Univ Calif Riverside, Dept Econ, Riverside, CA 92521 USA

来源：

ECONOMICS LETTERS | 2007年 / 96卷 / 03期

基金：

中国国家自然科学基金;

关键词：

nonparametrics; panel data models; random effects; efficiency;

D O I：

10.1016/j.econlet.2007.02.018

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We propose a class of two-step estimators for nonparametric panel data models with random effects that are more efficient than the conventional least squares estimators. We establish asymptotic normality for the proposed estimators and derive the most efficient estimator in the class. (C) 2007 Elsevier B.V. All rights reserved.

引用

页码：375 / 380

页数：6