TY - UNPB

T1 - Panel data specifications in nonparametric kernel regression

T2 - an application to production functions

AU - Czekaj, Tomasz Gerard

AU - Henningsen, Arne

PY - 2013

Y1 - 2013

N2 - 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.

AB - 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.

M3 - Working paper

T3 - IFRO Working Paper

SP - 1

EP - 54

BT - Panel data specifications in nonparametric kernel regression

PB - Department of Food and Resource Economics, University of Copenhagen

CY - Frederiksberg

ER -