
Contents
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10.1 Introduction 10.1 Introduction
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10.2 Conditional Mean Regression Models 10.2 Conditional Mean Regression Models
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10.2.1 Random Effects Panel Data Models 10.2.1 Random Effects Panel Data Models
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10.2.2 Fixed Effects Panel Data Models 10.2.2 Fixed Effects Panel Data Models
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10.2.3 Panel Data Models with Cross-Sectional Dependence 10.2.3 Panel Data Models with Cross-Sectional Dependence
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10.3 Conditional Quantile Regression Models 10.3 Conditional Quantile Regression Models
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10.3.1 Pooled Panel Data Quantile Regression Models 10.3.1 Pooled Panel Data Quantile Regression Models
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10.3.2 Fixed Effects Panel Data Quantile Regression Models 10.3.2 Fixed Effects Panel Data Quantile Regression Models
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10.3.3 Other Issues 10.3.3 Other Issues
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10.4 Nonseparable Models 10.4 Nonseparable Models
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10.5 Nonparametric Tests 10.5 Nonparametric Tests
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10.5.1 Poolability Tests 10.5.1 Poolability Tests
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10.5.2 Tests For Cross-Sectional Independence 10.5.2 Tests For Cross-Sectional Independence
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10.6 Conclusion 10.6 Conclusion
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Notes Notes
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References References
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10 Nonparametric Panel Data Regression Models
Get accessYiguo Sun, Professor, Department of Economics & Finance, University of Guelph.
Visiting Assistant Professor in the Department of Agricultural Economics at Texas A&M University
Qi Li, Hugh Roy Cullen Professor in Liberal Arts, Department of Economics, Texas A&M University.
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Published:05 May 2015
Cite
Extract
Introduction
The increasing availability of panel data has nourished fast-growing development in panel data econometrics analysis. Textbooks and survey articles have been published to help readers get a quick jump-start into this exciting field. For parametric panel data analysis, the most popularly cited econometrics textbooks include Arellano (2003), Baltagi (2005), and Hsiao (2003). For non-/semi-parametric panel data analysis, recent survey articles include Arellano and Honore (2001), Ai and Li (2008), and Su and Ullah (2011). Arellano and Honore (2001) and Ai and Li (2008), reviewed parametric and semiparametric panel data censored, discrete choice, and sample selective models with fixed effects, while Su and Ullah (2011) focused on nonparametric panel data models, partially linear and varying coefficient panel data models and nonparametric panel data models with cross-sectional dependence and under nonseparability. This chapter joins the others to provide the readers with a selective survey on nonparametric panel data analysis in the framework of conditional mean or conditional quantile regressions. Unavoidably, our survey has some overlaps with Su and Ullah’s (2011) survey on nonparametric panel data estimation.
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