ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS

DOI10.1017/S0266466613000352zbMath1314.62213MaRDI QIDQ2878814

Publication date: 5 September 2014

Published in: Econometric Theory (Search for Journal in Brave)

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (2)

Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system ⋮ A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors

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