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 identification of parameters in a nonseparable single-index models with correlated random effects is considered in … the context of panel data with a fixed number of time periods. The identification assumption is based on the correlated …