{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,23]],"date-time":"2026-03-23T15:15:16Z","timestamp":1774278916034,"version":"3.50.1"},"reference-count":44,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2022,1,20]],"date-time":"2022-01-20T00:00:00Z","timestamp":1642636800000},"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":[[2023,4]]},"abstract":"<jats:p>This paper considers a generalized panel data transformation model with fixed effects where the structural function is assumed to be additive. In our model, no parametric assumptions are imposed on the transformation function, the structural function, or the distribution of the idiosyncratic error term. The model is widely applicable and includes many popular panel data models as special cases. We propose a kernel-based nonparametric estimator for the structural function. The estimator has a closed-form solution and is easy to implement. We study the asymptotic properties of our estimator and show that it is asymptotically normally distributed. The Monte Carlo simulations demonstrate that our new estimator performs well in finite samples.<\/jats:p>","DOI":"10.1017\/s0266466621000554","type":"journal-article","created":{"date-parts":[[2022,1,20]],"date-time":"2022-01-20T04:10:05Z","timestamp":1642651805000},"page":"357-388","source":"Crossref","is-referenced-by-count":3,"title":["NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS"],"prefix":"10.1017","volume":"39","author":[{"given":"Songnian","family":"Chen","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xun","family":"Lu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xi","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2022,1,20]]},"reference":[{"key":"S0266466621000554_r24","doi-asserted-by":"publisher","DOI":"10.1214\/009053604000000814"},{"key":"S0266466621000554_r26","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466610000411"},{"key":"S0266466621000554_r31","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(00)00015-4"},{"key":"S0266466621000554_r18","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2008.01.005"},{"key":"S0266466621000554_r9","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1997.10474001"},{"key":"S0266466621000554_r2","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(99)00027-5"},{"key":"S0266466621000554_r7","unstructured":"Botosaru, I. & Muris, C. (2018) Binarization for Panel Models with Fixed Effects. Cemmap Working paper, CWP31\/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies."},{"key":"S0266466621000554_r10","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(97)00090-0"},{"key":"S0266466621000554_r11","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00347"},{"key":"S0266466621000554_r34","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466608090142"},{"key":"S0266466621000554_r36","doi-asserted-by":"publisher","DOI":"10.2307\/1913622"},{"key":"S0266466621000554_r3","doi-asserted-by":"publisher","DOI":"10.1111\/ectj.12011"},{"key":"S0266466621000554_r20","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00139"},{"key":"S0266466621000554_r13","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2018.06.012"},{"key":"S0266466621000554_r5","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.1070.0699"},{"key":"S0266466621000554_r6","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1981.10477649"},{"key":"S0266466621000554_r27","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2009.11.008"},{"key":"S0266466621000554_r38","first-page":"271","article-title":"Uniform ratio limit theorems for empirical processes","volume":"22","author":"Pollard","year":"1995","journal-title":"Scandinavian Journal of Statistics"},{"key":"S0266466621000554_r25","doi-asserted-by":"publisher","DOI":"10.1214\/009053607000000415"},{"key":"S0266466621000554_r14","doi-asserted-by":"crossref","first-page":"535","DOI":"10.3982\/ECTA8405","article-title":"Average and quantile effects in nonseparable panel models","volume":"81","author":"Chernozhukov","year":"2013","journal-title":"Econometrica"},{"key":"S0266466621000554_r33","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)01711-5"},{"key":"S0266466621000554_r8","doi-asserted-by":"crossref","first-page":"211","DOI":"10.1111\/j.2517-6161.1964.tb00553.x","article-title":"An analysis of transformations","volume":"26","author":"Box","year":"1964","journal-title":"Journal of the Royal Statistical Society: Series B (Methodological)"},{"key":"S0266466621000554_r32","volume-title":"Nonparametric Econometrics: Theory and Practice","author":"Li","year":"2007"},{"key":"S0266466621000554_r4","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":"S0266466621000554_r21","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00363"},{"key":"S0266466621000554_r29","doi-asserted-by":"publisher","DOI":"10.2307\/1914140"},{"key":"S0266466621000554_r40","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2013.04.020"},{"key":"S0266466621000554_r12","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2010.06.004"},{"key":"S0266466621000554_r15","unstructured":"Evdokimov, K. (2011) Nonparametric Identification of a Nonlinear Panel Model with Application to Duration Analysis with Multiple Spells. Working paper, Princeton University."},{"key":"S0266466621000554_r35","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2014.917590"},{"key":"S0266466621000554_r30","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466608080493"},{"key":"S0266466621000554_r43","doi-asserted-by":"publisher","DOI":"10.1093\/ectj\/utaa009"},{"key":"S0266466621000554_r44","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9469.2010.00711.x"},{"key":"S0266466621000554_r23","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(03)00203-3"},{"key":"S0266466621000554_r19","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2012.01.033"},{"key":"S0266466621000554_r28","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466615000407"},{"key":"S0266466621000554_r37","doi-asserted-by":"publisher","DOI":"10.1017\/S1748499500000233"},{"key":"S0266466621000554_r41","first-page":"137","volume-title":"Essays in Honor of Aman Ullah","author":"Su","year":"2016"},{"key":"S0266466621000554_r42","doi-asserted-by":"publisher","DOI":"10.2307\/2118478"},{"key":"S0266466621000554_r1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(99)00009-3"},{"key":"S0266466621000554_r39","doi-asserted-by":"publisher","DOI":"10.2307\/1913713"},{"key":"S0266466621000554_r17","first-page":"986","article-title":"Investigating smooth multiple regression by the method of average derivatives","volume":"84","author":"H\u00e4rdle","year":"1989","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466621000554_r16","doi-asserted-by":"publisher","DOI":"10.1086\/298150"},{"key":"S0266466621000554_r22","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00200"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466621000554","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,9,16]],"date-time":"2024-09-16T16:58:26Z","timestamp":1726505906000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466621000554\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,1,20]]},"references-count":44,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2023,4]]}},"alternative-id":["S0266466621000554"],"URL":"https:\/\/doi.org\/10.1017\/s0266466621000554","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2022,1,20]]}}}