This paper is concerned with developing a non-parametric time-varying coefficient model with fixed effects to characterize non-stationarity and trending phenomenon in a non-linear panel data model. We ...

This article studies non-parametric panel data models with multidimensional, unobserved individual effects when the number of time periods is fixed. I focus on models where the unobservables have a ...

SAS/STAT software contains two procedures for fitting general linear models to panel data. The GLM procedure fits general linear models involving fixed effects.