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Joel L. Horowitz, Marianthi Markatou, Semiparametric Estimation of Regression Models for Panel Data, The Review of Economic Studies, Vol. 63, No. 1 (Jan., 1996), pp. 145-168 Link account to ...
Andrew C. Harvey, The Estimation of Time-Varying Parameters from Panel Data, Annales de l'inséé, No. 30/31, The Econometrics of Panel Data (Apr. - Sep., 1978), pp. 203-226. ... This paper considers ...
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