Pages that link to "Item:Q5863559"
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The following pages link to Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models (Q5863559):
Displaying 11 items.
- Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978) (← links)
- Semi-parametric inference for semi-varying coefficient panel data model with individual effects (Q730446) (← links)
- Iterative GMM for partially linear single-index models with partly endogenous regressors (Q830451) (← 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)
- Nonparametric estimation of time varying correlation coefficient (Q2131990) (← links)
- Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing (Q5862517) (← links)
- The Special Issue in Honor of Aman Ullah: An Overview (Q5863557) (← links)
- Bootstrap bandwidth selection in time-varying coefficient models with jumps (Q5866145) (← links)
- Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market (Q6595052) (← links)
