Estimation and Inference for a Semiparametric Time–Varying Panel Data Model
From MaRDI portal
Cites work
- Analysis of panel data
- Bandwidth selection in nonparametric kernel testing
- Comparing deep neural network and econometric approaches to predicting the impact of climate change on agricultural yield
- Efficient semiparametric estimation of the Fama-French model and extensions
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation and inference in semiparametric quantile factor models
- Estimation in semiparametric spatial regression
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
- Non-parametric time-varying coefficient panel data models with fixed effects
- Nonlinear Time Series
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Nonparametric Identification of Nonlinear Time Series: Projections
- Nonparametric trending regression with cross-sectional dependence
- Panel data models with interactive fixed effects
- Projected principal component analysis in factor models
- Semiparametric trending panel data models with cross-sectional dependence
- Specification test for panel data models with interactive fixed effects
- Testing for unit roots in heterogeneous panels.
- Time series modelling with semiparametric factor dynamics
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
This page was built for publication: Estimation and Inference for a Semiparametric Time–Varying Panel Data Model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7229793)
