IDENTIFICATION AND ESTIMATION OF A NONPARAMETRIC TIME-VARYING PANEL DATA MODEL WITH COMPLETELY MISSING REGRESSORS IN SOME PERIODS
部分时期回归量完全缺失的非参数时变面板模型识别与估计
This article considers a nonparametric time-varying panel data model in which the primary regressor of interest is completely missing in some periods. Under standard assumptions, identification results are established for the unknown functions and the distributions of the missing regressor. 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,…