Pages that link to "Item:Q4913916"
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The following pages link to Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916):
Displaying 39 items.
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects (Q777759) (← links)
- Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
- Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← links)
- An empirical likelihood check with varying coefficient fixed effect model with panel data (Q2126031) (← links)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
- Interpreting the coefficients in dynamic two-way fixed effects regressions with time-varying covariates (Q2158720) (← links)
- Estimation for varying coefficient panel data model with cross-sectional dependence (Q2175225) (← links)
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
- Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
- A semiparametric panel approach to mortality modeling (Q2347116) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- Panel nonparametric regression with fixed effects (Q2516309) (← links)
- Testing for common trends in semi-parametric panel data models with fixed effects (Q2896000) (← links)
- Nonlinear continuous time modeling approaches in panel research (Q3525702) (← links)
- (Q5004051) (← links)
- Estimation in single-index varying-coefficient panel data model (Q5079798) (← links)
- Empirical likelihood based inference for varying coefficient panel data models with fixed effect (Q5092718) (← links)
- A nonparametric time-varying coefficient model for panel count data (Q5375950) (← links)
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)
- Estimation of time-varying coefficient dynamic panel data models (Q5866069) (← links)
- A bi-integrative analysis of two-dimensional heterogeneous panel data models (Q6093783) (← links)
- Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)
- Network-Based Clustering for Varying Coefficient Panel Data Models (Q6620885) (← links)
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients (Q6620993) (← links)
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (Q6623164) (← links)
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure (Q6626268) (← links)
- Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models (Q6634834) (← links)
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (Q6634865) (← links)