This paper develops a consistent series-based specification test for semiparametric panel data models with fixed …

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 …

The literature that tests for U-shaped relationships using panel data, such as those between pollution and income or …

the context of panel data with a fixed number of time periods. The identification assumption is based on the correlated …

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

I study nonseparable transformation models with cross-sectional and panel data. An unspecified strictly monotonic (time …-varying, if panel data) function transforms the dependent variable, and a nonseparable (time-varying, if panel data) function … model is considered in the panel data version. Following the identification, I construct nonparametric estimators and show …

I consider a nonparametric time-varying panel data model with the primary interest regressor completely missing in some … periods. Under standard assumptions in panel data and nonparametric model literature, I provide constructive identification …

Panel data subject to heterogeneity in both cross-sectional and time-serial directions are commonly encountered across … social and scientific fields. To address this problem, we propose a class of time-varying panel data models with individual …-specific regression coefficients and interactive common factors. This results in a model capable of describing heterogeneous panel data in …

This paper proposes a new panel data approach to identify and estimate the time-varying average treatment effect (ATE … type of heterogeneity, existing panel data approaches identify the ATE for limited subpopulations only. In contrast, the …