Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (Q5080582)

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scientific article; zbMATH DE number 7534766
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Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
scientific article; zbMATH DE number 7534766

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    Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (English)
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    31 May 2022
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    asymptotic distribution
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    local linear smoother
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    minimum average variance estimation
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    panel data
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    semiparametric estimation
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    single-index models
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