Li, Qi; Kniesner, Thomas J. - In: Empirical Economics 27 (2002) 1, pp. 131-148
We estimate a semiparametric dynamic panel data model by the local linear kernel method and we interpret the slope of the nonparametric component function as a varying slope coefficient. Thus, the slope coefficient is a smooth, but otherwise unknown, function of some of the regressors. A Monte...
