Semiparametric estimation of fixed-effects panel data varying coefficient models

DOI10.1108/S0731-9053(2009)0000025006zbMath1190.62075OpenAlexW2481175999MaRDI QIDQ3573027

Dingding Li, Yiguo Sun, Raymond J. Carroll

Publication date: 30 June 2010

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

Full work available at URL: https://doi.org/10.1108/s0731-9053(2009)0000025006

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items

Model detection and estimation for varying coefficient panel data models with fixed effects ⋮ Testing for covariance matrices in time-varying coefficient panel data models with fixed effects ⋮ Robust machine learning for treatment effects in multilevel observational studies under cluster-level unmeasured confounding ⋮ Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects ⋮ Empirical likelihood based inference for fixed effects varying coefficient panel data models ⋮ Nonparametric testing for smooth structural changes in panel data models ⋮ Nonparametric fixed effects model for panel data with locally stationary regressors ⋮ A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks ⋮ Estimation in single-index varying-coefficient panel data model ⋮ Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions ⋮ Semiparametric estimation of fixed effects panel data single-index model ⋮ Estimation and testing for panel data partially linear single-index models with errors correlated in space and time ⋮ Nonparametric modeling for the time-varying persistence of inflation ⋮ Unnamed Item ⋮ Empirical likelihood inference for partially linear panel data models with fixed effects ⋮ Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects ⋮ Nonparametric dynamic panel data models: kernel estimation and specification testing ⋮ Nonparametric estimation of fixed effects panel data varying coefficient models ⋮ Estimation in a semi-varying coefficient model for panel data with fixed effects ⋮ Non‐parametric time‐varying coefficient panel data models with fixed effects ⋮ Estimation in partially linear time-varying coefficients panel data models with fixed effects ⋮ Semiparametric trending panel data models with cross-sectional dependence ⋮ Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation ⋮ Variable selection for fixed effects varying coefficient models ⋮ Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models ⋮ Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects ⋮ Estimation of a rank-reduced functional-coefficient panel data model with serial correlation ⋮ Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors ⋮ Semi-parametric inference for semi-varying coefficient panel data model with individual effects ⋮ A consistent nonparametric test of parametric regression functional form in fixed effects panel data models ⋮ Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter ⋮ Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study ⋮ Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models ⋮ Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects ⋮ Estimation in a semiparametric panel data model with nonstationarity ⋮ Testing for distributional features in varying coefficient panel data models ⋮ Smooth coefficient models with endogenous environmental variables ⋮ Nonparametric estimation of fixed effects panel data models ⋮ Asymptotics for nonparametric and semiparametric fixed effects panel models ⋮ Bootstrap bandwidth selection in time-varying coefficient models with jumps ⋮ Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence ⋮ Functional coefficient panel modeling with communal smoothing covariates

This page was built for publication: Semiparametric estimation of fixed-effects panel data varying coefficient models