A feasible Spline-kernel estimate for short cross-sectional dependence panel data models

DOI10.1080/03610926.2022.2059512OpenAlexW4229053272MaRDI QIDQ6053852

Huang Wei, Unnamed Author

Publication date: 24 October 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/A_feasible_Spline-kernel_estimate_for_short_cross-sectional_dependence_panel_data_models/19714143

zbMATH Keywords

panel datacross-sectional dependencequasi-difference estimationspline-kernel estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Panel data models with multiple time-varying individual effects
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• On the Pooling of Time Series and Cross Section Data
• Panel Data Models With Interactive Fixed Effects
• Inferential Theory for Factor Models of Large Dimensions

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