Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter (Q2516050)
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scientific article; zbMATH DE number 6471783
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| English | Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter |
scientific article; zbMATH DE number 6471783 |
Statements
Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter (English)
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10 August 2015
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dynamic semiparametric model
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fixed effect
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B-spline
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GMM estimator
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oracle property
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0.8698202967643738
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0.857230544090271
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0.848626434803009
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0.8315779566764832
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0.8176412582397461
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