Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
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Publication:5080582
DOI10.1080/07474938.2012.690687zbMath1491.62092OpenAlexW3123093362MaRDI QIDQ5080582
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://business.monash.edu/econometrics-and-business-statistics/research/publications/ebs/wp12-11.pdf
asymptotic distributionsemiparametric estimationpanel datalocal linear smoothersingle-index modelsminimum average variance estimation
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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