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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
Time Series Regression with Long Range Dependence - (Now published in 'Annals of Statistics', 25, (1997)pp.2054-2083.) Javier Hidalgo and Peter M Robinson January 1997
Paper No' EM/1997/318:
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Tags: long-range dependence; linear regression; generalized least squares; nonlinear regression