caa a22 4500 397544782 CHVBK 20180308164736.0 cr unu---uuuuu 161202e199601 xx s 000 0 eng 10.2307/2298119 doi (NATIONALLICENCE)oxford-10.2307/2298119 Semiparametric Estimation of Regression Models for Panel Data [Elektronische Daten] [Joel L. Horowitz, Marianthi Markatou] Linear models with error components are widely used to analyse panel data. Some applications of these models require knowledge of the probability densities of the error components. Existing methods handle this requirement by assuming that the densities belong to known parametric families of distributions (typically the normal distribution). This paper shows how to carry out nonparametric estimation of the densities of the error components, thereby avoiding the assumption that the densities belong to known parametric families. The nonparametric estimators are applied to an earnings model using data from the Current Population Survey. The model's transitory error component is not normally distributed. Use of the nonparametric density estimators yields estimates of the probability that individuals with low earnings will become high earners in the future that are much lower than the estimates obtained under the assumption of normally distributed error components. © 1996 The Review of Economic Studies Limited Horowitz Joel L. University of Iowa aut Markatou Marianthi Columbia University aut The Review of Economic Studies Wiley-Blackwell 63/1(1996-01), 145-168 0034-6527 63:1<145 1996 63 restud https://doi.org/10.2307/2298119 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2307/2298119 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Horowitz Joel L. University of Iowa aut NATIONALLICENCE 700 1- Markatou Marianthi Columbia University aut NATIONALLICENCE 773 0- The Review of Economic Studies Wiley-Blackwell 63/1(1996-01), 145-168 0034-6527 63:1<145 1996 63 restud Metadata rights reserved CC BY-NC-4.0 http://creativecommons.org/licenses/by-nc/4.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-oxford