A Nonparametric Random Effects Estimator

Posted: 16 Dec 2005

See all articles by Daniel J. Henderson

Daniel J. Henderson

University of Alabama; Institute for the Study of Labor (IZA)

Aman Ullah

University of California, Riverside (UCR) - Department of Economics

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

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

Daniel J. Henderson (Contact Author)

University of Alabama ( email )

P.O. Box 870244
Tuscaloosa, AL 35487
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205-348-8991 (Phone)

HOME PAGE: http://cba.ua.edu/~djhender

Institute for the Study of Labor (IZA) ( email )

P.O. Box 7240
Bonn, D-53072
Germany

HOME PAGE: http://www.iza.org/index_html?lang=en&mainframe=http%3A//www.iza.org/en/webcontent/personnel/photos/

Aman Ullah

University of California, Riverside (UCR) - Department of Economics ( email )

900 University Avenue
4136 Sproul Hall
Riverside, CA 92521
United States
909-787-5037, X1591 (Phone)

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