This paper considers kernel-based nonparametric estimation of panel models using local linear least squares, when both the fixed individual effects and the time effects present. The marginal effect is of the main interest. A within-group type nonparametric estimator is developed, where the...

A panel data set covering 145 countries between 1960 and 2010 has been investigated closely by using models of parameter heterogeneity. The Functional Coefficient Model (FCM) introduced by Cai, Fan and Yao (2000) allows estimated parameters of growth determinants to vary as functions of one or...

This paper considers a functional-coefficient spatial Durbin model with nonparametric spatial weights. Applying the series approximation method, we estimate the unknown functional coefficients and spatial weighting functions via a nonparametric two-stage least squares (or 2SLS) estimation...