Pages that link to "Item:Q3632420"

The following pages link to NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420):

Displaying 50 items.

• Functional-coefficient spatial autoregressive models with nonparametric spatial weights (Q311651) (← links)
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
• Nonparametric estimation of fixed effects panel data varying coefficient models (Q476223) (← links)
• Estimation in a semi-varying coefficient model for panel data with fixed effects (Q488951) (← links)
• Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
• Block empirical likelihood for partially linear panel data models with fixed effects (Q511566) (← links)
• Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• Semi-parametric inference for semi-varying coefficient panel data model with individual effects (Q730446) (← links)
• Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
• Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
• Iterative GMM for partially linear single-index models with partly endogenous regressors (Q830451) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Empirical likelihood based inference for fixed effects varying coefficient panel data models (Q1642746) (← links)
• Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
• On estimating the nonparametric multiplicative error models (Q1668246) (← links)
• Estimation of and testing for random effects in dynamic panel data models (Q1936531) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
• Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models (Q2079430) (← links)
• The GMM estimation of semiparametric spatial stochastic frontier models (Q2103050) (← links)
• Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
• Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← links)
• Estimation for varying coefficient panel data model with cross-sectional dependence (Q2175225) (← links)
• Productivity spillovers and human capital: a semiparametric varying coefficient approach (Q2189945) (← links)
• Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
• Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects (Q2274934) (← links)
• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
• Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis (Q2312961) (← links)
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects (Q2635041) (← links)
• Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models (Q2817315) (← links)
• Statistical Inference for Single-index Panel Data Models (Q2922170) (← links)
• A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
• Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models (Q3404110) (← links)
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (Q3632431) (← links)
• Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
• (Q5004051) (← links)
• (Q5004053) (← links)
• Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data (Q5040521) (← links)
• Estimation in single-index varying-coefficient panel data model (Q5079798) (← links)
• Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (Q5080582) (← links)
• Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
• Smooth coefficient models with endogenous environmental variables (Q5860984) (← links)
• Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)
• Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing (Q5862517) (← links)
• Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models (Q5863559) (← links)
• Nonparametric multidimensional fixed effects panel data models (Q5865515) (← links)
• Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
• Dynamic modeling for multivariate functional and longitudinal data (Q6150533) (← links)
• Local polynomial estimation of nonparametric general estimating equations (Q6165360) (← links)