Pages that link to "Item:Q528077"

The following pages link to Semiparametric trending panel data models with cross-sectional dependence (Q528077):

Displaying 34 items.

• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
• Effective identification and estimation for the semiparametric measurement error model (Q508097) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
• Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← links)
• Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
• Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
• Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
• Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
• Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
• Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
• Partially linear single index models for repeated measurements (Q2252906) (← links)
• Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects (Q2274934) (← links)
• On time-varying factor models: estimation and testing (Q2294514) (← links)
• Determining individual or time effects in panel data models (Q2295800) (← links)
• Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
• Semiparametric single-index panel data models with cross-sectional dependence (Q2354867) (← links)
• Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
• A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
• Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence (Q2807754) (← links)
• Testing for common trends in semi‐parametric panel data models with fixed effects (Q2896000) (← links)
• Sparsity identification for high-dimensional partially linear model with measurement error (Q5085031) (← links)
• Series estimation for single‐index models under constraints (Q5117660) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
• Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)
• Variable selection in heterogeneous panel data models with cross‐sectional dependence (Q6075180) (← links)
• Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (Q6617789) (← links)
• Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients (Q6620993) (← links)
• Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models (Q6634834) (← links)
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (Q6634865) (← links)
• GMM estimation for high-dimensional panel data models (Q6664631) (← links)