Pages that link to "Item:Q3632431"

The following pages link to NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (Q3632431):

Displaying 25 items.

• Nonparametric estimation of fixed effects panel data varying coefficient models (Q476223) (← links)
• Semi-parametric inference for semi-varying coefficient panel data model with individual effects (Q730446) (← links)
• Estimating semiparametric panel data models by marginal integration (Q738175) (← links)
• Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study (Q740076) (← links)
• Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← links)
• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
• A penalized spline estimator for fixed effects panel data models (Q2316728) (← links)
• A nonparametric approach to identify age, time, and cohort effects (Q2317341) (← links)
• Asymptotics for nonparametric and semiparametric fixed effects panel models (Q2343819) (← links)
• Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
• Nonparametric estimation of noisy integral equations of the second kind (Q2510638) (← links)
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
• A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
• Testing error serial correlation in fixed effects nonparametric panel data models (Q2516317) (← links)
• Calendar effect and in-sample forecasting (Q2656985) (← links)
• Variable selection for additive model via cumulative ratios of empirical strengths total (Q2832019) (← links)
• A Convolution Estimator for the Density of Nonlinear Regression Observations (Q2911718) (← links)
• Statistical Inference for Single-index Panel Data Models (Q2922170) (← links)
• Non-parametric regression with a latent time series (Q3161672) (← links)
• Non‐parametric models in binary choice fixed effects panel data (Q4913914) (← links)
• Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
• Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (Q5080582) (← links)
• Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)
• NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS (Q6042898) (← links)
• Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market (Q6595052) (← links)