Estimating partially linear panel data models with one-way error components
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Cites work
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- A semiparametric efficiency bound of a disequilibrium model without observed regime
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotic efficiency in semi-parametric models with censoring
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Convergence rates for parametric components in a partly linear model
- Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
- Efficiency Bounds for Semiparametric Regression
- Information and asymptotic efficiency in parametric-nonparametric models
- Nearest-neighbour estimation of semiparametric regression models
- On the root-n-consistent semiparametric estimation of partially linear models
- Root-N-Consistent Semiparametric Regression
- Second Order Approximation in the Partially Linear Regression Model
- Semiparametric efficiency bounds
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Semiparametric estimation of partially linear panel data models
- Series estimation of semilinear models
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
Cited in
(24)- Efficient Inference in a Generalized Partially Linear Model with Random Effect for Longitudinal Data
- Partial GLS regression
- Estimation of the error-components model with incomplete panels
- More efficient estimation of nonparametric panel data models with random effects
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Statistical inference for partially linear single-index model of panel data with serially correlated error structure
- Statistical inference for the partially linear single-index model of panel data with serially correlated error structure
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors
- The law of iterated logarithm of estimators for partially linear panel data models
- On instrumental variable estimation of semiparametric dynamic panel data models.
- Local information theoretic methods for smooth coefficients dynamic panel data models
- Multilevel and nonlinear panel data models
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- A nonparametric random effects estimator
- Efficient estimation in panel data partially additive linear model with serially correlated errors
- Local GMM estimation of semiparametric panel data with smooth coefficient models
- Analysis of panel data partially linear single-index models with serially correlated errors
- Block empirical likelihood for partially linear panel data models with fixed effects
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Statistical inference in a panel data semiparametric regression model with serially correlated errors
- Estimation of partially linear panel data models with cross-sectional dependence
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
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