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Econometrics Paper
Panel Nonparametric Regression with Fixed Effects Jungyoon Lee and Peter M Robinson
March 2013
Paper No' EM/2013/569:
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JEL Classification: C13; C14; C23


Tags: panel data; nonparametric regression; cross-sectional dependence; generalized least squares; optimal bandwidth

Econometrics Paper
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator Wolfgang Härdle, Oliver Linton and Yingcun Xia July 2009
Paper No' EM/2009/537:
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Tags: ade; asymptotics; bandwidth; mave method; semiparametric efficiency.

Econometrics Paper
The Estimation of Conditional Densities Xiaohong Chen, Oliver Linton and Peter M Robinson
May 2001
Paper No' EM/2001/415:
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Tags: conditional density estimation; serial dependence; bandwidth choice.

Econometrics Paper
Semiparametric Estimation of a Sample Selection Model: A Simulation Study Marcia M Schafgans
March 1997
Paper No' EM/1997/326:
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Tags: sample selection models; semiparametric estimation; error distributions; bandwidth parameter; two-step parametric estimator.