Panel data specifications in nonparametric kernel regression: an application to production functions

Publikation: Working paperForskning

We discuss nonparametric regression models for panel data. A fully nonparametric panel data specification that uses the time variable and the individual identifier as additional (categorical) explanatory variables is considered to be the most suitable. We use this estimator and conventional parametric panel data estimators to analyse the production technology of Polish crop farms. The results of our nonparametric kernel regressions generally differ from the estimates of the parametric models but they only slightly depend on the choice of the kernel functions. Based on economic reasoning, we found the estimates of the fully nonparametric panel data model to be more reliable.
OriginalsprogEngelsk
Udgivelses stedFrederiksberg
UdgiverDepartment of Food and Resource Economics, University of Copenhagen
Sider1-54
Antal sider54
StatusUdgivet - 2013
NavnIFRO Working Paper
Nummer2013/5

ID: 46952467