Nonparametric estimation of fixed effects panel data varying coefficient models
type: Item
instance of: scholarly article
title: Nonparametric estimation of fixed effects panel data varying coefficient models
zbMATH Open document ID: 1304.62059
author: Alexandra Soberón
author: Juan Rodriguez-Poo
published in: Journal of Multivariate Analysis
publication date: 2014-11-28T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6375082
zbMATH Keywords: varying coefficient models
zbMATH Keywords: fixed effects
zbMATH Keywords: panel data
zbMATH Keywords: local linear regression
zbMATH Keywords: oracle efficient estimator
zbMATH Keywords: within estimator
zbMATH Keywords: profile least squares estimator
MaRDI profile type: Publication
full work available at URL: j.jmva.2014.09.008
OpenAlex ID: W2072540867
cites work: NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
cites work: Functional-coefficient models for nonstationary time series data
cites work: Q3125064
cites work: Statistical estimation in varying coefficient models
cites work: Nonparametric estimation and testing of fixed effects panel data models
cites work: A nonparametric random effects estimator
cites work: Analysis of Panel Data
cites work: NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
cites work: Nonparametric regression estimation with general parametric error covariance
cites work: MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
cites work: Direct semi-parametric estimation of fixed effects panel data varying coefficient models
cites work: Q4947003
cites work: Multivariate locally weighted least squares regression
cites work: Nonparametric dynamic panel data models: kernel estimation and specification testing
cites work: Semiparametric estimation of fixed-effects panel data varying coefficient models
cites work: Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
cites work: Multivariate locally weighted polynomial fitting and partial derivative estimation
DOI: 10.1016/J.JMVA.2014.09.008
description: scientific article; zbMATH DE number 6375082