Henderson, Daniel J.; Carroll, Raymond J.; Li, Qi - In: Journal of Econometrics 144 (2008) 1, pp. 257-275
In this paper we consider the problem of estimating nonparametric panel data models with fixed effects. We introduce an iterative nonparametric kernel estimator. We also extend the estimation method to the case of a semiparametric partially linear fixed effects model. To determine whether a...
