Nonparametric estimation of fixed effects panel data varying coefficient models

DOI10.1016/j.jmva.2014.09.008zbMath1304.62059OpenAlexW2072540867MaRDI QIDQ476223

Alexandra Soberón, Juan M. Rodríguez-Póo

Publication date: 28 November 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.09.008

zbMATH Keywords

varying coefficient modelsfixed effectspanel datalocal linear regressionoracle efficient estimatorprofile least squares estimatorwithin estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (14)

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 ⋮ Empirical likelihood based inference for fixed effects varying coefficient panel data models ⋮ Robust estimation of panel data regression models and applications ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects ⋮ Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study ⋮ Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects ⋮ Testing for distributional features in varying coefficient panel data models ⋮ Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing ⋮ Nonparametric multidimensional fixed effects panel data models ⋮ Bootstrap bandwidth selection in time-varying coefficient models with jumps ⋮ Functional coefficient panel modeling with communal smoothing covariates

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