Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors

DOI10.1016/j.jmva.2016.10.010zbMath1352.62082OpenAlexW2547498688MaRDI QIDQ730427

Xian Zhou, Jian-Hua Hu, Jin-hong You

Publication date: 28 December 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.10.010

zbMATH Keywords

fixed effectsconsistent estimatorpartially linearheteroscedastic errorsincidental parameter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Testing for additivity in nonparametric heteroscedastic regression models

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