Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors

DOI10.1016/j.jmva.2010.01.003zbMath1185.62103OpenAlexW1980432238MaRDI QIDQ962206

Xian Zhou, Yong Zhou, Jin-hong You

Publication date: 6 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.01.003

zbMATH Keywords

asymptotic normalityheteroscedasticitysemiparametric estimationpanel datapartially linear modelone-way error component structure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (11)

Asymptotic normality of estimators in heteroscedastic errors-in-variables model ⋮ Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure ⋮ Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure ⋮ Statistical inference for the partially linear single-index model of panel data with serially correlated error structure ⋮ Nonparametric estimation of fixed effects panel data varying coefficient models ⋮ Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition ⋮ Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors ⋮ Analysis of panel data partially linear single-index models with serially correlated errors ⋮ Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors ⋮ Berry–Esseen type bounds in heteroscedastic errors-in-variables model ⋮ Efficient Inference in a Generalized Partially Linear Model with Random Effect for Longitudinal Data

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