A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks

DOI10.1016/j.jeconom.2016.09.011zbMath1443.62445OpenAlexW3122253379WikidataQ57936782 ScholiaQ57936782MaRDI QIDQ341892

Guohua Feng, Bin Peng, Xiaohui Zhang, J. T. Gao

Publication date: 17 November 2016

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

Full work available at URL: http://hdl.handle.net/10871/37646

zbMATH Keywords

returns to scaleestimation theorycategorical variablenonlinear panel data model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (7)

Estimation of varying coefficient models with measurement error ⋮ Estimation for varying coefficient panel data model with cross-sectional dependence ⋮ Testing specification of distribution in stochastic frontier analysis ⋮ Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects ⋮ Threshold model with a time‐varying threshold based on Fourier approximation ⋮ Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing ⋮ Functional coefficient panel modeling with communal smoothing covariates

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