Pages that link to "Item:Q5860938"
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The following pages link to Estimation in a semiparametric panel data model with nonstationarity (Q5860938):
Displaying 10 items.
- The incidental parameter problem in a non-differentiable panel data model (Q1046346) (← links)
- Semiparametric estimation of a nonstationary panel data transformation model under symmetry (Q1934717) (← links)
- Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
- Estimation for varying coefficient panel data model with cross-sectional dependence (Q2175225) (← links)
- Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- Continuous time state space modeling of panel data by means of sem (Q2250627) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- On nonparametric estimation for cross-sectional sampled data under stationarity (Q6184889) (← links)
- Robust estimation with exponential squared loss for partially linear panel data model with fixed effects (Q6579735) (← links)