Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models
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Publication:5863559
DOI10.1080/07474938.2014.956569zbMath1491.62187OpenAlexW2111206258MaRDI QIDQ5863559
Linna Chen, Ying Fang, Zong-Wu Cai
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2014.956569
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
Related Items (10)
Estimation of partially linear panel data models with cross-sectional dependence ⋮ Iterative GMM for partially linear single-index models with partly endogenous regressors ⋮ Nonparametric estimation of time varying correlation coefficient ⋮ Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data ⋮ Estimation in partially linear time-varying coefficients panel data models with fixed effects ⋮ Semi-parametric inference for semi-varying coefficient panel data model with individual effects ⋮ Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing ⋮ The Special Issue in Honor of Aman Ullah: An Overview ⋮ Bootstrap bandwidth selection in time-varying coefficient models with jumps ⋮ Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
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