Semiparametric varying parameter panel data models: An application po estimation of speed of convergence

被引：0

作者：

Kumar, S ^{[1
]}

Ullah, A ^{[1
]}

机构：

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

来源：

ADVANCES IN ECONOMETRICS, VOL 14: APPLYING KERNEL AND NONPARAMETRIC ESTIMATION TO ECONOMIC TOPICS | 2000年 / 14卷

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper we propose a semiparametric model for studying a general regression relationship with varying coefficients. We then develop a local linear instrumental variable method with a kernel weight function to estimate the smooth varying coefficient function. The consistency and asymptotic normality are established. An application of the proposed method is presented with an estimation of the speed of convergence of a panel of cross-countries per capita output.

引用

页码：109 / 128

页数：20

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