Nonparametric estimation and inference for panel data models

This chapter surveys nonparametric methods for estimation and inference in a panel data setting. Methods surveyed include profile likelihood, kernel smoothers, as well as series and sieve estimators. The practical application of nonparametric panel-based techniques is less prevalent than, for example, say, nonparametric density and regression techniques. It is our hope that the material covered in this chapter will prove useful and facilitate …