Pages that link to "Item:Q2354867"
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The following pages link to Semiparametric single-index panel data models with cross-sectional dependence (Q2354867):
Displaying 32 items.
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Semiparametric estimation of fixed effects panel data single-index model (Q386304) (← links)
- Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← links)
- Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
- Sieve extremum estimation of a semiparametric transformation model (Q2179767) (← links)
- Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
- Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence (Q2807754) (← links)
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables (Q2965541) (← links)
- SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
- Estimation in single-index varying-coefficient panel data model (Q5079798) (← links)
- Series estimation for single‐index models under constraints (Q5117660) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- Variable selection in heterogeneous panel data models with cross‐sectional dependence (Q6075180) (← links)
- Functional coefficient cointegration models with Box-Cox transformation (Q6117780) (← links)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (Q6617789) (← links)
- GMM estimation for high-dimensional panel data models (Q6664631) (← links)
