Semi-parametric single-index panel data models with interactive fixed effects: theory and practice

DOI10.1016/j.jeconom.2019.05.018zbMath1452.62903OpenAlexW2555225900MaRDI QIDQ2330739

Liangjun Su, Bin Peng, Guohua Feng, Thomas Tao Yang

Publication date: 23 October 2019

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2056

zbMATH Keywords

nonlinear panel data modelinteractive fixed effectsorthogonal series method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Binary response models for heterogeneous panel data with interactive fixed effects

Cites Work

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