Pages that link to "Item:Q4677045"
From MaRDI portal
The following pages link to Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (Q4677045):
Displaying 9 items.
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Block empirical likelihood for partially linear panel data models with fixed effects (Q511566) (← links)
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data (Q956357) (← links)
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
- Statistical inference for single-index panel data models (Q2922170) (← links)
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (Q3632431) (← links)
- Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
- Modelling panels of intercorrelated autoregressive time series (Q4935359) (← links)
- Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (Q5080582) (← links)