Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing

DOI10.1080/07474938.2021.1889175zbMath1490.62495OpenAlexW3189017840MaRDI QIDQ5862517

Yonghui Zhang, Qiankun Zhou

Publication date: 9 March 2022

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

Full work available at URL: https://doi.org/10.1080/07474938.2021.1889175

zbMATH Keywords

specification testingsieve approximationdynamic panel data modelsfunctional-coefficient2SLS estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (1)

Econometric Reviews Honors Cheng Hsiao

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