We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is …

estimation caused by endogeneity, multi-collinearity and heteroscedasticity together is addressed here parsimoniously by … postulating optimization of penalized squared error loss in Ridge estimation as a Bayesian optimization problem and selecting …

A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis … estimation method. In addition, the proposed model and estimation method is applied to the analysis of two sets of real data …