Estimation in a semi-varying coefficient model for panel data with fixed effects

DOI10.1007/s11424-014-2263-1zbMath1303.93168OpenAlexW2157307334MaRDI QIDQ488951

Xue-Mei Hu

Publication date: 27 January 2015

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-014-2263-1

zbMATH Keywords

profile likelihoodfixed effectsemi-varying coefficient model for panel data

Mathematics Subject Classification ID

Related Items (8)

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 ⋮ The effect of corporate governance on debt financing cost of listed companies ⋮ Block empirical likelihood for partially linear panel data models with fixed effects ⋮ Estimation in partially linear time-varying coefficients panel data models with fixed effects ⋮ Empirical likelihood for semi-varying coefficient models for panel data with fixed effects ⋮ Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects ⋮ Semi-parametric inference for semi-varying coefficient panel data model with individual effects

Cites Work

• Nonparametric estimation and testing of fixed effects panel data models
• Local polynomial fitting in semivarying coefficient model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Quantile regression in partially linear varying coefficient models
• Fitting a bivariate additive model by local polynomial regression
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Profile likelihood estimation of partially linear panel data models with fixed effects
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Efficient estimation for semivarying-coefficient models
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function

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