Testing for distributional features in varying coefficient panel data models
From MaRDI portal
Publication:5860971
DOI10.1080/07474938.2019.1624403zbMath1490.62481OpenAlexW2281637665MaRDI QIDQ5860971
Winfried Stute, Alexandra Soberón, Juan M. Rodríguez-Póo
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10902/20706
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Production theory, theory of the firm (91B38)
Related Items (2)
Estimation in single-index varying-coefficient panel data model ⋮ Nonparametric multidimensional fixed effects panel data models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- Nonparametric estimation and testing of fixed effects panel data models
- Tests for skewness and kurtosis in the one-way error component model
- Efficient estimation of moments in linear mixed models
- Nonparametric estimation of fixed effects panel data varying coefficient models
- Estimating fixed-effect panel stochastic frontier models by model transformation
- Robust tests for heteroskedasticity in the one-way error components model
- Estimating semiparametric panel data models by marginal integration
- A gamma-distributed stochastic frontier model
- Formulation and estimation of stochastic frontier production function models
- Technological inefficiency and the skewness of the error component in stochastic frontier analysis
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Multivariate locally weighted least squares regression
- Inferences from Cross-Sectional, Stochastic Frontier Models
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Efficiency Bounds for Semiparametric Regression
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Estimation in a simple random effects model with nonnormal distributions
- Marginal nonparametric kernel regression accounting for within-subject correlation
- The Least Trimmed Differences Regression Estimator and Alternatives
- Semiparametric Estimation of Regression Models for Panel Data
- Determining the Number of Factors in Approximate Factor Models
This page was built for publication: Testing for distributional features in varying coefficient panel data models