Functional coefficient panel modeling with communal smoothing covariates

DOI10.1016/j.jeconom.2021.03.004OpenAlexW3152629916MaRDI QIDQ2116344

Peter C. B. Phillips, Ying Wang

Publication date: 16 March 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d21/d2193-a.pdf

zbMATH Keywords

fixed effectspanel datafunctional coefficientscommunal covariateshousing rental pricestests of constancy

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Panel nonparametric regression with fixed effects
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• Structural Nonparametric Cointegrating Regression
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
• Linear Regression Limit Theory for Nonstationary Panel Data
• Non‐parametric time‐varying coefficient panel data models with fixed effects
• Specification testing in nonstationary time series models
• Recursive Nonparametric Estimation for Time Series

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