We propose using the local kernel regression method to estimate the conditional mean function of a panel count model with time-varying coefficients. A partial log-likelihood with a local polynomial is ...

Jinhong You, Xian Zhou, ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS, Econometric Theory, Vol. 30, No. 2 (April 2014), pp. 407-435 ...

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