Technical Supplement to 'Nonparametric Time-Varying Panel Data Models with Heterogeneity'

42 Pages Posted: 14 Mar 2023 Last revised: 27 Apr 2023

See all articles by Fei Liu

Fei Liu

Nankai University - School of Finance

Date Written: April 10, 2023

Abstract

This technical supplement contains the online Appendix D of "Nonparametric Time-Varying Panel Data Models with Heterogeneity". The proof of Lemma B.9 is provided in Appendix D.1 and Appendix D.2 proves Lemmas C.1 to C.9.

Suggested Citation

Liu, Fei, Technical Supplement to 'Nonparametric Time-Varying Panel Data Models with Heterogeneity' (April 10, 2023). Available at SSRN: https://ssrn.com/abstract=4384118 or http://dx.doi.org/10.2139/ssrn.4384118

Fei Liu (Contact Author)

Nankai University - School of Finance ( email )

94 Weijin Road
Tianjin, 300071
China

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