Chen, Jia; Li, Degui; Gao, Jiti - Department of Econometrics and Business Statistics, … - 2013
panel data models. In particular, we focus on two types of modelling frameworks: nonparametric and semiparametric panel data … models with deterministic trends, and semiparametric single-index panel data models with individual effects. We also review … models. The time series length and cross-sectional size in this article are allowed to be very large, under which the panel …