Identification and estimation of nonseparable single-index models in panel data with correlated random effects

Keyphrases

• Single-index Model 100%
• Non-separable 100%
• Correlated Random Effects 100%
• Explanatory Variables 33%
• Asymptotic Distribution 33%
• Monte Carlo Experiment 33%
• Finite Sample Properties 33%
• Derivative Estimator 33%
• Stationarity 33%
• Identification Assumptions 33%
• Weighting Scheme 33%
• Effect Structure 33%
• Local Polynomial Smoothing 33%
• Multiplicative Constant 33%

Mathematics

• Model Index 100%
• Random Effect 100%
• Explanatory Variable 33%
• Polynomial 33%
• Asymptotic Distribution 33%
• Monte Carlo 33%
• Variance 33%
• Stationarity 33%
• Periodic Time 33%
• Fixed Number 33%
• Multiplicative Constant 33%

Economics, Econometrics and Finance

• Panel Study 100%