Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062401 | Economics Letters | 2007 | 6 Pages |
Abstract
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Liangjun Su, Aman Ullah,