Classification of Nonparametric Regression Functions in Heterogeneous Panels

dc.contributor.authorVogt, Michael
dc.contributor.authorLinton, Oliver B.
dc.date.accessioned2015-07-15T09:45:23Z
dc.date.available2015-07-15T09:45:23Z
dc.date.issued2015eng
dc.description.abstractWe investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is natural to impose a group structure on the regression curves. Specifically, we may suppose that the observed individuals can be grouped into a number of classes whose members all share the same regression function. We develop a statistical procedure to estimate the unknown group structure from the observed data. Moreover, we derive the asymptotic properties of the procedure and investigate its finite sample performance by means of a simulation study and a real-data example.eng
dc.description.versionpublished
dc.identifier.doi10.2139/ssrn.2567312eng
dc.identifier.urihttp://kops.uni-konstanz.de/handle/123456789/31431
dc.language.isoengeng
dc.subjectPanel data, nonparametric regression, classification of regression curveseng
dc.subject.ddc510eng
dc.titleClassification of Nonparametric Regression Functions in Heterogeneous Panelseng
dc.typePREPRINTeng
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@unpublished{Vogt2015Class-31431,
  year={2015},
  doi={10.2139/ssrn.2567312},
  title={Classification of Nonparametric Regression Functions in Heterogeneous Panels},
  author={Vogt, Michael and Linton, Oliver B.}
}
kops.citation.iso690VOGT, Michael, Oliver B. LINTON, 2015. Classification of Nonparametric Regression Functions in Heterogeneous Panelsdeu
kops.citation.iso690VOGT, Michael, Oliver B. LINTON, 2015. Classification of Nonparametric Regression Functions in Heterogeneous Panelseng
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