Estimation and testing for panel data partially linear single-index models with errors correlated in space and time

DOI10.1142/S2010326321500052zbMath1440.62214OpenAlexW2978979574WikidataQ127217251 ScholiaQ127217251MaRDI QIDQ5107061

Jin-Guan Lin, Zhang-Xiao Miao, Yan-Yong Zhao, Jian-Qiang Zhao, Waled Khaled

Publication date: 22 April 2020

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326321500052

zbMATH Keywords

spatialsemiparametric estimationpanel datatime-wise correlation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Causal inference from observational studies (62D20)

Related Items (1)

Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach

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