Estimation in partially linear time-varying coefficients panel data models with fixed effects
From MaRDI portal
Publication:526978
DOI10.1016/j.jkss.2016.10.004zbMath1362.62094OpenAlexW2556776496MaRDI QIDQ526978
Jing Zhao, Wei-hu Cheng, San Ying Feng
Publication date: 15 May 2017
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2016.10.004
fixed effectspanel datalocal linear estimationblock bootstrap procedureleast square dummy variablepartially linear time-varying coefficient models
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (3)
Test for the covariance matrix in time-varying coefficients panel data models with fixed effects ⋮ Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models ⋮ Empirical likelihood based inference for varying coefficient panel data models with fixed effect
Cites Work
- Unnamed Item
- Bootstrapping GMM estimators for time series
- Nonparametric estimation and testing of fixed effects panel data models
- Semiparametric estimation of fixed effects panel data single-index model
- Empirical likelihood inference for partially linear panel data models with fixed effects
- Estimation in a semi-varying coefficient model for panel data with fixed effects
- Nonparametric trending regression with cross-sectional dependence
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects
- Local polynomial fitting in semivarying coefficient model
- Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Theoretical comparisons of block bootstrap methods
- Semiparametric estimation of partially linear panel data models
- Profile likelihood estimation of partially linear panel data models with fixed effects
- More efficient estimation of nonparametric panel data models with random effects
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Simultaneous confidence band for nonparametric fixed effects panel data models
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- A bootstrap procedure for panel data sets with many cross-sectional units
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- Panel Data Econometrics
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Non‐parametric time‐varying coefficient panel data models with fixed effects
- Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models
This page was built for publication: Estimation in partially linear time-varying coefficients panel data models with fixed effects
