Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence

DOI10.1080/03610926.2013.857417zbMath1338.62141OpenAlexW2152416740MaRDI QIDQ2807754

Rui Li, Hai Bing Zhao

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.857417

zbMATH Keywords

variable selectiondifference based methodtime trend function

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cites Work

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• A difference based approach to the semiparametric partial linear model
• Series Estimation in Partially Linear In-Slide Regression Models
• Spline Functions
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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