Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors

DOI10.1080/07474938.2020.1808372zbMath1490.62186OpenAlexW3082536427MaRDI QIDQ5861038

Ruohao Zhang, Subal C. Kumbhakar, Hung-Pin Lai

Publication date: 4 March 2022

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

Full work available at URL: https://doi.org/10.1080/07474938.2020.1808372

zbMATH Keywords

kernel estimationpanel dataadaptive estimationheteroskedasticity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
• IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
• ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS

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