Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Productivity trends in U.S. manufacturing: evidence from the NQ and AIM cost functions
Functional-coefficient models for nonstationary time series data
Panel cointegration with global stochastic trends
A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
Inference on power law spatial trends
Some new asymptotic theory for least squares series: pointwise and uniform results
Sieve estimation of panel data models with cross section dependence
Semiparametric trending panel data models with cross-sectional dependence
Panels with non-stationary multifactor error structures
Series estimation under cross-sectional dependence
Convergence rates and asymptotic normality for series estimators
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Nonlinear IV unit root tests in panels with cross-sectional dependency.
Model specification tests in nonparametric stochastic regression models
Nonlinear time series. Nonparametric and parametric methods
Specification test for panel data models with interactive fixed effects
Semiparametric single-index panel data models with cross-sectional dependence
The econometrics of panel data. Fundamental and recent developments in theory and practice.
Sensitivity analysis of efficiency scores: How to bootstrap in nonparametric frontier models
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Efficient semiparametric estimation of the Fama-French model and extensions
REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
Nonlinear Regressions with Integrated Time Series
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
Shrinkage Estimation of the Varying Coefficient Model
Panel Data Models With Interactive Fixed Effects
Nonparametric Estimation of an Additive Quantile Regression Model
Projected principal component analysis in factor models
Estimation for single-index and partially linear single-index integrated models
Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables

This page was built for publication: Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6617789)