{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,2]],"date-time":"2026-03-02T19:39:43Z","timestamp":1772480383928,"version":"3.50.1"},"reference-count":48,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2014,5,27]],"date-time":"2014-05-27T00:00:00Z","timestamp":1401148800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2014,12]]},"abstract":"<jats:p>This paper considers nonparametric estimation of autoregressive panel data models with fixed effects. A within-group type series estimator is developed and its convergence rate and asymptotic normality are derived. It is found that the series estimator is asymptotically biased and the bias could reduce the mean-square convergence rate compared with the cross-section cases. A bias corrected nonparametric estimator is developed.<\/jats:p>","DOI":"10.1017\/s0266466614000188","type":"journal-article","created":{"date-parts":[[2014,5,27]],"date-time":"2014-05-27T13:58:45Z","timestamp":1401199125000},"page":"1315-1347","source":"Crossref","is-referenced-by-count":16,"title":["NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS"],"prefix":"10.1017","volume":"30","author":[{"given":"Yoonseok","family":"Lee","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2014,5,27]]},"reference":[{"key":"S0266466614000188_ref47","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511662430.016"},{"key":"S0266466614000188_ref40","unstructured":"Porter J.R . (1996) Essays in econometrics. Ph.D. dissertation, MIT."},{"key":"S0266466614000188_ref39","doi-asserted-by":"publisher","DOI":"10.1111\/1368-423X.00108"},{"key":"S0266466614000188_ref37","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2006.03.004"},{"key":"S0266466614000188_ref36","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511526237"},{"key":"S0266466614000188_ref35","doi-asserted-by":"publisher","DOI":"10.2307\/1911408"},{"key":"S0266466614000188_ref46","doi-asserted-by":"crossref","DOI":"10.1093\/oso\/9780198522249.001.0001","volume-title":"Non-linear Time Series: A Dynamic System Approach","author":"Tong","year":"1990"},{"key":"S0266466614000188_ref34","doi-asserted-by":"publisher","DOI":"10.2307\/1913610"},{"key":"S0266466614000188_ref31","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4471-3267-7"},{"key":"S0266466614000188_ref26","article-title":"Model Selection in the Presence of Incidental Parameters","author":"Lee","year":"2014","journal-title":"Journal of Econometrics, forthcoming"},{"key":"S0266466614000188_ref38","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00070"},{"key":"S0266466614000188_ref25","unstructured":"Lee Y. & Mukherjee D. (2012) New Nonparametric Estimation of the Marginal Effects in Fixed-Effects Panel Models: An Application on the Environmental Kuznets Curve. Working paper."},{"key":"S0266466614000188_ref20","volume-title":"Martingale Limit Theory and Its Application","author":"Hall","year":"1980"},{"key":"S0266466614000188_ref19","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2004.00533.x"},{"key":"S0266466614000188_ref18","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466611000028"},{"key":"S0266466614000188_ref17","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00344"},{"key":"S0266466614000188_ref15","doi-asserted-by":"publisher","DOI":"10.1007\/978-0-387-69395-8"},{"key":"S0266466614000188_ref11","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1993.10476363"},{"key":"S0266466614000188_ref10","doi-asserted-by":"publisher","DOI":"10.2307\/2998559"},{"key":"S0266466614000188_ref9","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-937X.2005.00335.x"},{"key":"S0266466614000188_ref8","first-page":"2549","volume-title":"Handbook of Econometrics","author":"Chen","year":"2007"},{"key":"S0266466614000188_ref7","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.1986.tb00501.x"},{"key":"S0266466614000188_ref6","doi-asserted-by":"publisher","DOI":"10.1016\/0167-7152(94)00082-J"},{"key":"S0266466614000188_ref1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00470"},{"key":"S0266466614000188_ref33","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00459"},{"key":"S0266466614000188_ref12","doi-asserted-by":"publisher","DOI":"10.1093\/0198774036.001.0001"},{"key":"S0266466614000188_ref5","first-page":"103","article-title":"Series estimation of partially linear panel data models with fixed effects","volume":"3","author":"Baltagi","year":"2002","journal-title":"Annals of Economics and Finance"},{"key":"S0266466614000188_ref32","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(97)00011-0"},{"key":"S0266466614000188_ref30","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.2005.00412.x"},{"key":"S0266466614000188_ref21","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2008.01.005"},{"key":"S0266466614000188_ref45","doi-asserted-by":"publisher","DOI":"10.2307\/1427459"},{"key":"S0266466614000188_ref3","doi-asserted-by":"publisher","DOI":"10.2307\/2938259"},{"key":"S0266466614000188_ref28","doi-asserted-by":"crossref","first-page":"131","DOI":"10.1007\/s181-002-8363-1","article-title":"Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply","volume":"27","author":"Li","year":"2002","journal-title":"Empirical Economics"},{"key":"S0266466614000188_ref27","doi-asserted-by":"publisher","DOI":"10.1016\/0047-259X(85)90027-2"},{"key":"S0266466614000188_ref44","doi-asserted-by":"publisher","DOI":"10.1016\/j.econlet.2006.01.019"},{"key":"S0266466614000188_ref42","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345969"},{"key":"S0266466614000188_ref4","doi-asserted-by":"publisher","DOI":"10.2307\/2938229"},{"key":"S0266466614000188_ref14","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-2642-0"},{"key":"S0266466614000188_ref43","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2012.01.006"},{"key":"S0266466614000188_ref48","doi-asserted-by":"publisher","DOI":"10.2307\/1911465"},{"key":"S0266466614000188_ref24","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2012.01.009"},{"key":"S0266466614000188_ref23","unstructured":"Lee Y . (2006) General approaches to dynamic panel modelling and bias correction. Ph.D. dissertation, Yale University."},{"key":"S0266466614000188_ref29","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)01711-5"},{"key":"S0266466614000188_ref2","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00441"},{"key":"S0266466614000188_ref16","doi-asserted-by":"publisher","DOI":"10.2307\/1913241"},{"key":"S0266466614000188_ref22","doi-asserted-by":"publisher","DOI":"10.1016\/j.econlet.2005.05.005"},{"key":"S0266466614000188_ref13","doi-asserted-by":"publisher","DOI":"10.1137\/1118033"},{"key":"S0266466614000188_ref41","doi-asserted-by":"publisher","DOI":"10.1007\/s10463-007-0152-2"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466614000188","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,5,27]],"date-time":"2024-05-27T01:38:02Z","timestamp":1716773882000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466614000188\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,5,27]]},"references-count":48,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2014,12]]}},"alternative-id":["S0266466614000188"],"URL":"https:\/\/doi.org\/10.1017\/s0266466614000188","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2014,5,27]]}}}