Estimation in a semiparametric panel data model with nonstationarity

DOI10.1080/07474938.2018.1514021zbMath1490.62238OpenAlexW2900821609WikidataQ128986639 ScholiaQ128986639MaRDI QIDQ5860938

Chaohua Dong, Bin Peng, J. T. Gao

Publication date: 4 March 2022

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

Full work available at URL: https://doi.org/10.1080/07474938.2018.1514021

zbMATH Keywords

asymptotic theoryorthogonal series methodclosed-form estimatepartially linear panel data model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items

Heterogeneous panel data models with cross-sectional dependence

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