Semi-parametric inference for semi-varying coefficient panel data model with individual effects

DOI10.1016/j.jmva.2016.11.007zbMath1352.62067OpenAlexW2549075889MaRDI QIDQ730446

Xue-Mei Hu

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.2016.11.007

zbMATH Keywords

fixed effectsrandom effectspanel datalocal linear smoothingbootstrap proceduresemi-varying coefficient model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05)

Related Items (3)

Estimation and testing for panel data partially linear single-index models with errors correlated in space and time ⋮ Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects ⋮ Analysis of panel data partially linear single-index models with serially correlated errors

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