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Specifically, one period of completely observed data suffices to identify the random effects model, whereas two periods are required for the fixed effects model. Following identification, conditional deconvolution kernel estimators are developed, and their convergence rates are derived. Simulation results show that these estimators perform well in small samples, and an empirical exercise demonstrates the relevance and practical potential of the proposed method.<\/jats:p>","DOI":"10.1017\/s0266466626100589","type":"journal-article","created":{"date-parts":[[2026,8,5]],"date-time":"2026-08-05T08:15:59Z","timestamp":1785917759000},"page":"1-30","source":"Crossref","is-referenced-by-count":0,"title":["IDENTIFICATION AND ESTIMATION OF A NONPARAMETRIC TIME-VARYING PANEL DATA MODEL WITH COMPLETELY MISSING REGRESSORS IN SOME PERIODS"],"prefix":"10.1017","author":[{"given":"Jiangang","family":"Zeng","sequence":"first","affiliation":[{"id":[{"id":"https:\/\/ror.org\/03qnxaf80","id-type":"ROR","asserted-by":"publisher"}],"name":"Fordham University"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2026,8,5]]},"reference":[{"key":"S0266466626100589_r1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(99)00009-3"},{"key":"S0266466626100589_r6","doi-asserted-by":"publisher","DOI":"10.1088\/0266-5611\/24\/3\/034009"},{"key":"S0266466626100589_r29","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00452"},{"key":"S0266466626100589_r10","doi-asserted-by":"crossref","first-page":"1093","DOI":"10.3982\/ECTA7880","article-title":"Quantile and probability curves without crossing","volume":"78","author":"Chernozhukov","year":"2010","journal-title":"Econometrica"},{"key":"S0266466626100589_r30","doi-asserted-by":"publisher","DOI":"10.2307\/20076194"},{"key":"S0266466626100589_r38","doi-asserted-by":"publisher","DOI":"10.1920\/wp.cem.2015.3415"},{"key":"S0266466626100589_r14","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-9473(02)00329-8"},{"key":"S0266466626100589_r23","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2018.07.001"},{"key":"S0266466626100589_r2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2018.12.011"},{"key":"S0266466626100589_r25","doi-asserted-by":"publisher","DOI":"10.1093\/restud\/rdq004"},{"key":"S0266466626100589_r37","doi-asserted-by":"crossref","first-page":"1901","DOI":"10.3982\/ECTA7732","article-title":"Structural nonparametric cointegrating regression","volume":"77","author":"Wang","year":"2009","journal-title":"Econometrica"},{"key":"S0266466626100589_r36","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/90.1.43"},{"key":"S0266466626100589_r34","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139060035.009"},{"key":"S0266466626100589_r32","doi-asserted-by":"publisher","DOI":"10.1016\/j.lindif.2018.11.006"},{"key":"S0266466626100589_r26","first-page":"38","volume-title":"The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics","author":"Lewbel","year":"2014"},{"key":"S0266466626100589_r35","doi-asserted-by":"publisher","DOI":"10.1080\/02331889008802238"},{"key":"S0266466626100589_r17","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176348248"},{"key":"S0266466626100589_r4","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2005.00609.x"},{"key":"S0266466626100589_r11","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":"S0266466626100589_r16","first-page":"97","article-title":"Asymptotic normality for deconvolution kernel density estimators","volume":"53","author":"Fan","year":"1991a","journal-title":"Sankhy\u0101: The Indian Journal of Statistics, Series A"},{"key":"S0266466626100589_r3","doi-asserted-by":"publisher","DOI":"10.1162\/REST_a_00645"},{"key":"S0266466626100589_r13","volume-title":"Estimation of panel data models with missing covariate values","author":"Coe","year":"2019"},{"key":"S0266466626100589_r33","volume-title":"Essays in econometrics","author":"Porter","year":"1996"},{"key":"S0266466626100589_r39","volume-title":"Econometric analysis of cross section and panel data","author":"Wooldridge","year":"2010"},{"key":"S0266466626100589_r28","doi-asserted-by":"publisher","DOI":"10.1177\/0731948719865499"},{"key":"S0266466626100589_r22","doi-asserted-by":"crossref","first-page":"1481","DOI":"10.3982\/ECTA7108","article-title":"Identification and estimation of triangular simultaneous equations models without additivity","volume":"77","author":"Imbens","year":"2009","journal-title":"Econometrica"},{"key":"S0266466626100589_r21","doi-asserted-by":"publisher","DOI":"10.1111\/j.0012-9682.2008.00823.x"},{"key":"S0266466626100589_r7","doi-asserted-by":"publisher","DOI":"10.1002\/jae.2444"},{"key":"S0266466626100589_r9","doi-asserted-by":"publisher","DOI":"10.3982\/QE722"},{"key":"S0266466626100589_r20","unstructured":"Hu, Y. , & Sasaki, Y. 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