most citedStatistical Inference on Panel Data Models: A Kernel Ridge Regression Method

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math.ST2017★ 1 cited

Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method

Shunan Zhao, Ruiqi Liu, Zuofeng Shang

We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, o…