Estimating semiparametric panel data models by marginal integration

DOI10.1016/j.jeconom.2011.09.030zbMath1441.62846OpenAlexW2133895809MaRDI QIDQ738175

Le Wang, Junhui Qian

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/18850/1/MPRA_paper_18850.pdf

zbMATH Keywords

partially linearmarginal integrationfirst differencingsemiparametric panel data model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07)

Related Items (15)

On discrete Epanechnikov kernel functions ⋮ Nonparametric estimation of the marginal effect in fixed-effect panel data models ⋮ Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects ⋮ Nonparametric dynamic panel data models: kernel estimation and specification testing ⋮ The inequality-growth plateau ⋮ A semiparametric model for heterogeneous panel data with fixed effects ⋮ Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study ⋮ A penalized spline estimator for fixed effects panel data models ⋮ Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects ⋮ Testing for distributional features in varying coefficient panel data models ⋮ Nonparametric estimation of fixed effects panel data models ⋮ Asymptotics for nonparametric and semiparametric fixed effects panel models ⋮ Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models ⋮ Nonparametric multidimensional fixed effects panel data models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric estimation and testing of fixed effects panel data models
• On internally corrected and symmetrized kernel estimators for nonparametric regression
• Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Variable bandwidth and local linear regression smoothers
• Consistent nonparametric regression. Discussion
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Inequality and growth: what can the data say?
• Multivariate locally weighted least squares regression
• Direct estimation of low-dimensional components in additive models.
• Semiparametric estimation of partially linear panel data models
• Profile likelihood estimation of partially linear panel data models with fixed effects
• More efficient estimation of nonparametric panel data models with random effects
• On the root-\(n\)-consistent semiparametric estimation of partially linear models
• Rate optimal estimation with the integration method in the presence of many covariates
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
• Root-N-Consistent Semiparametric Regression
• Estimation of additive regression models with known links
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Design-adaptive Nonparametric Regression
• Quasi-likelihood Estimation in Semiparametric Models
• Nonparametric Identification of Nonlinear Time Series: Projections
• Miscellanea. Efficient estimation of additive nonparametric regression models
• Marginal nonparametric kernel regression accounting for within-subject correlation
• NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Some Comments on C P

This page was built for publication: Estimating semiparametric panel data models by marginal integration