This chapter surveys nonparametric methods for estimation and inference in a panel data setting. Methods surveyed … nonparametric panel-based techniques is less prevalent that, say, nonparametric density and regression techniques. It is our hope …

This paper develops semiparametric Bayesian methods for inference in dynamic linear panel data models, and applies them … to longitudinal data on labor earnings from the Panel Study of Income Dynamics. We focus on characterizing not only … inference in semiparametric panel data models must solve a nonparametric deconvolution problem arising from the existence of …