Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions

DOI10.1080/07474938.2012.690687zbMath1491.62092OpenAlexW3123093362MaRDI QIDQ5080582

Jia Chen, Degui Li, J. T. Gao

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://business.monash.edu/econometrics-and-business-statistics/research/publications/ebs/wp12-11.pdf

zbMATH Keywords

asymptotic distributionsemiparametric estimationpanel datalocal linear smoothersingle-index modelsminimum average variance estimation

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

Estimation in single-index varying-coefficient panel data model, The single-index panel data models with heterogeneous link function: mixture approach, GEE analysis for longitudinal single-index quantile regression, Simultaneous confidence band for single-index random effects models with longitudinal data, A novel partial-linear single-index model for time series data, Empirical likelihood for semi-varying coefficient models for panel data with fixed effects, A semiparametric model for heterogeneous panel data with fixed effects, Semiparametric single-index panel data models with cross-sectional dependence

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