Lee, Yoonseok; Mukherjee, Debasri - 2020
This paper considers kernel-based nonparametric estimation of panel models using local linear least squares, when both … nonparametric fixed-effects models, it is shown that conventional within transformation or first difference render panel … 1/(NT(h^3)). The optimal bandwidth parameter is also obtained to be of the order (NT)^{-1/7}. The new estimation is …
