Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models

DOI10.1111/jtsa.12190zbMath1396.62194OpenAlexW2298174614MaRDI QIDQ2817315

Francesco Bravo

Publication date: 30 August 2016

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://eprints.whiterose.ac.uk/96866/1/local_panel_rev.pdf

zbMATH Keywords

kernel estimation\(\alpha\)-mixinginstrumental variablesCressie-Read discrepancy

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Large deviations (60F10)

Related Items (1)

Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data

Cites Work

• Unnamed Item
• Unnamed Item
• Nonparametric estimation and testing of fixed effects panel data models
• GEL statistics under weak identification
• Statistical methods with varying coefficient models
• Nonparametric estimation equations for time series data.
• On instrumental variable estimation of semiparametric dynamic panel data models.
• Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes.
• Semiparametric estimation of partially linear panel data models
• A nonparametric random effects estimator
• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS
• Analysis of Panel Data
• Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
• Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Empirical likelihood ratio confidence intervals for a single functional
• Estimating partially linear panel data models with one-way error components
• Empirical likelihood as a goodness-of-fit measure
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Semiparametric Estimation of Covariance Matrixes for Longitudinal Data
• Semiparametric Estimation in General Repeated Measures Problems
• Blockwise empirical entropy tests for time series regressions
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

This page was built for publication: Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models