Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study

DOI10.1007/s00180-014-0549-3zbMath1342.65059OpenAlexW1967408655MaRDI QIDQ740076

Alexandra Soberón, Juan M. Rodríguez-Póo

Publication date: 12 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10902/9523

zbMATH Keywords

Monte Carlo simulationspanel datalocal linear regressionwithin estimatorfirst-differences estimatorone-step backfitting algorithmsemi-parametric varying coefficients model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Individual preferences (91B08)

Related Items

Testing for covariance matrices in time-varying coefficient panel data models with fixed effects ⋮ Estimation in partially linear time-varying coefficients panel data models with fixed effects ⋮ Editorial to the special issue on applicable semiparametrics of computational statistics

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