A Nonparametric Random Effects Estimator
Posted: 16 Dec 2005
Abstract
This paper proposes feasible nonparametric random effects estimators. Specifically, we propose feasible versions of the two estimators in Lin and Carroll (2000) and a modified version of the random effects estimator in Ullah and Roy (1998). Further, the consistency properties of these estimators are established.
Keywords: Nonparametric, Random Effects, Kernel
JEL Classification: C1, C14, C33
Suggested Citation: Suggested Citation
Henderson, Daniel J. and Ullah, Aman, A Nonparametric Random Effects Estimator. Economics Letters, Vol. 88, pp. 403-407, 2005, Available at SSRN: https://ssrn.com/abstract=870323
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