A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …

communally by all individuals in the sample. To capture such behavioral features, we employ a functional coefficient panel model … in which certain communal covariates may jointly influence panel interactions by means of their impact on the model … coefficients. Two classes of estimation procedures are proposed, one based on station averaged data the other on the full panel …

This paper develops an innovative way of estimating a functional-coefficient spatial autoregressive panel data model …

In this paper, we propose a single-index panel data model with unobserved multiple interactive fixed effects. This …

In this paper, we consider a model selection issue in semiparametric panel data models with fixed effects. The …

heterogeneity or unobserved state variables and panel data models with fixed effects. Recent developments in measurement error …