Non‐parametric time‐varying coefficient panel data models with fixed effects

Journal Article Non‐parametric time‐varying coefficient panel data models with fixed effects Get access Degui Li, Degui Li School of Economics, The University of Adelaide, Adelaide SA 5005, Australia Department of Econometrics and Business Statistics, Monash University Caulfield Campus, VIC 3145, Australia Search for other works by this author on: Oxford Academic Google Scholar Jia Chen, Jia Chen School of Economics, The University of Adelaide, Adelaide SA 5005, Australia Department of Econometrics and Business Statistics, Monash University Caulfield Campus, VIC 3145, Australia School of Mathematics and Physics, The University of Queensland, Brisbane QLD 4072, Australia Search for other works by this author on: Oxford Academic Google Scholar Jiti Gao Jiti Gao School of Economics, The University of Adelaide, Adelaide SA 5005, Australia Department of Econometrics and Business Statistics, Monash University Caulfield Campus, VIC 3145, Australia Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 14, Issue 3, 1 October 2011, Pages 387–408, https://doi.org/10.1111/j.1368-423X.2011.00350.x Published: 24 October 2011 Article history Received: 01 March 2010 Accepted: 01 April 2011 Published: 24 October 2011