Li, Gaorong; Peng, Heng; Tong, Tiejun - In: Economics Letters 119 (2013) 3, pp. 229-232
This paper constructs the simultaneous confidence band for the nonparametric function in nonparametric fixed effects panel data models. We first transform the nonparametric fixed effects panel data models into the partially linear models. We then obtain the estimator of the nonparametric...
