Direct semi-parametric estimation of fixed effects panel data varying coefficient models

DOI10.1111/ECTJ.12022MaRDI QIDQ5093224zbMATH OpenOpenAlexFDO

Authors Alexandra Soberón, Juan Rodriguez-Poo

Publication date 26 July 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10902/9525

zbMATH Keywords

fixed effectslocal linear regressionoracle efficient estimatorpanel datavarying coefficient model

Mathematics Subject Classification ID

Statistics (62-XX)

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(25)

• Empirical likelihood based inference for fixed effects varying coefficient panel data models
• Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
• Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels
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• Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
• A semiparametric model for heterogeneous panel data with fixed effects
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
• Semiparametric varying parameter panel data models: An application to estimation of speed of convergence
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Nonparametric estimation of fixed effects panel data varying coefficient models
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• Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
• Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market
• Network-Based Clustering for Varying Coefficient Panel Data Models
• Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
• Variable selection in high-dimensional varying coefficient panel data models with fixed effects
• Composite quantile regression estimation for varying coefficient panel data models with fixed effects based on auxiliary regression
• Trending Time-Varying Coefficient Spatial Panel Data Models
• Nonparametric estimation of smooth coefficients in fixed-effect panel data models
• Semi-parametric inference for semi-varying coefficient panel data model with individual effects
• Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
• Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects
• Model detection and estimation for varying coefficient panel data models with fixed effects

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