Semiparametric estimation of generalized transformation panel data models with nonstationary error

Wang, X; Chen, SN

Wang, X (corresponding author), Jinan Univ, Inst Econ & Social Res, Guangzhou, Peoples R China.

ECONOMETRICS JOURNAL, 2020; 23 (3): 386

Abstract

Early studies of the generalized transformation panel data model resorted to the identical marginal distribution of the error term over time. This sta......

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