Semiparametric single-index panel data models with cross-sectional dependence (Q2354867): Difference between revisions

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-J. T. Gao
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+J. T. Gao
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+MaRDI publication profile
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+W3122207966
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@@ Property / cites work @@
+Cross-Section Regression with Common Shocks
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+Panel Data Models With Interactive Fixed Effects
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+Random Matrices: High Dimensional Phenomena
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+Generalized Partially Linear Single-Index Models
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+Semiparametric trending panel data models with cross-sectional dependence
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+Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
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+Nonlinear time series. Nonparametric and parametric methods
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+Semi-Nonparametric Maximum Likelihood Estimation
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+Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
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+Nonlinear Time Series
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+Semiparametric estimation in triangular system equations with nonstationarity
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+Model specification tests in nonparametric stochastic regression models
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+Semiparametric and nonparametric methods in econometrics
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+Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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+Géza Freud, orthogonal polynomials and Christoffel functions. A case study
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+Convergence rates and asymptotic normality for series estimators
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Sieve estimation of panel data models with cross section dependence
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+Structural Nonparametric Cointegrating Regression
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