Pages that link to "Item:Q2995416"
From MaRDI portal
The following pages link to SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416):
Displaying 14 items.
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- Nonparametric estimation with mixed data types in survey sampling (Q744340) (← links)
- Inference on modelling cross-sectional dependence for a varying-coefficient model (Q1670140) (← links)
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications (Q2002725) (← links)
- Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates (Q2036915) (← links)
- Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models (Q2079430) (← links)
- Model detection and variable selection for mode varying coefficient model (Q2152192) (← links)
- Does risk management affect productivity of organic rice farmers in India? Evidence from a semiparametric production model (Q2160531) (← links)
- Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis (Q2312961) (← links)
- Jump-detection-based estimation in time-varying coefficient models and empirical applications (Q2404166) (← links)
- Semiparametric smooth-coefficient stochastic frontier model (Q2442423) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)