Nonparametric trending regression with cross-sectional dependence

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On Time-Varying Factor Models: Estimation and Testing ∗ (2017, methodology): “…components, and estimate the model via a Gibbs sampling procedure. nonparametric literature on time-varying models (see, e.g., Cai 2007, Robinson 2012, Chen and Hong 2012, Chen et al. 2012, Su et al. 2015) and model as a nonrandom function of : = ( ) where (·) is an unknown…”
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (2019, methodology): “Following the literature on smooth time-varying regression models (e.g., Cai 2007; Robinson 2012; Chen, Gao, and Li 2012, Zhang, Su, and Phillips 2012), we assume that  (·)’s and  (·)’s are smooth functions of  See also Robinson (1989, 1991) for the discussion on the use of  rather than ”
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects, forthcoming (2012, background): “Robinson (2010) considers nonparametric trending regression in panel data models with cross-sectional dependence.”