Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/204352
Authors: 
Czekaj, Tomasz
Henningsen, Arne
Year of Publication: 
2013
Series/Report no.: 
IFRO Working Paper No. 2013/5
Abstract: 
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.
Subjects: 
nonparametric kernel regression
panel data
choice of the kernel
kernels for categorical variables
production function
JEL: 
C14
C23
D24
Q12
Document Type: 
Working Paper

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