Functional coefficient panel modeling with communal smoothing covariates
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DOI: 10.1016/j.jeconom.2021.03.004
Abstract: Abstract Behavior at the individual level in panels is often influenced by aspects of the system in aggregate. In particular, the interaction between individual-specific explanatory variables and an individual dependent variable may be affected by… read more here.
Keywords: panel; functional coefficient; panel modeling; coefficient panel ... See more keywords