Estimation in single-index varying-coefficient panel data model

DOI10.1080/03610926.2020.1804589OpenAlexW3048917248MaRDI QIDQ5079798

Tonghui Wang, Liming Wang, Xian Zhou

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1804589

zbMATH Keywords

panel datalocal linear regressionminimum average variance estimationsingle-index varying-coefficient model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Empirical likelihood for single-index varying-coefficient models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Statistical estimation in varying coefficient models
• Two step estimations for a single-index varying-coefficient model with longitudinal data
• Asymptotics for kernel estimate of sliced inverse regression
• General local rank estimation for single-index varying coefficient models
• Adaptive estimation for varying coefficient models
• Model detection and estimation for single-index varying coefficient model
• Semiparametric single-index panel data models with cross-sectional dependence
• Optimal smoothing in single-index models
• Empirical likelihood for single-index varying-coefficient models with right-censored data
• A semiparametric model for heterogeneous panel data with fixed effects
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
• Statistical Inference for Single-index Panel Data Models
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Linear Regression Limit Theory for Nonstationary Panel Data
• On Single-Index Coefficient Regression Models
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• An Adaptive Estimation of Dimension Reduction Space
• Functional-Coefficient Autoregressive Models
• Non‐parametric time‐varying coefficient panel data models with fixed effects
• Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
• Single‐index varying coefficient model for functional responses
• Testing for distributional features in varying coefficient panel data models

This page was built for publication: Estimation in single-index varying-coefficient panel data model