Gayle, Wayne-Roy; Namoro, Soiliou Daw - In: Journal of Econometrics 175 (2013) 1, pp. 46-59
This paper investigates identification and estimation of a class of nonlinear panel data, single-index models. The model allows for unknown time-specific link functions, and semiparametric specification of the individual-specific effects. We develop an estimator for the parameters of interest,...
