Non-parametric time-varying coefficient panel data models with fixed effects
From MaRDI portal
Recommendations
- Estimation in partially linear time-varying coefficients panel data models with fixed effects
- Nonparametric fixed effects model for panel data with locally stationary regressors
- Nonparametric estimation of fixed effects panel data varying coefficient models
- scientific article; zbMATH DE number 7376773
- Nonparametric estimation of fixed effects panel data models
Cites work
- A semiparametric model for cluster data
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
- Analysis of panel data
- Central limit theorem for linear processes
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonlinear Time Series
- Nonlinear time series. Nonparametric and parametric methods
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- Nonparametric estimation and testing of fixed effects panel data models
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Panel Data Econometrics
- Profile likelihood estimation of partially linear panel data models with fixed effects
- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- Semiparametric estimation and testing of the trend of temperature series
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- Statistical inference on regression with spatial dependence
- Trending time series and macroeconomic activity: Some present and future challenges
- Trending time-varying coefficient time series models with serially correlated errors
Cited in
(57)- Nonparametric testing for smooth structural changes in panel data models
- Nonparametric fixed effects model for panel data with locally stationary regressors
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
- Functional coefficient panel modeling with communal smoothing covariates
- An empirical likelihood check with varying coefficient fixed effect model with panel data
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors
- Interpreting the coefficients in dynamic two-way fixed effects regressions with time-varying covariates
- Estimation for varying coefficient panel data model with cross-sectional dependence
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
- Variable selection for fixed effects varying coefficient models
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- A semiparametric panel approach to mortality modeling
- Testing a linear dynamic panel data model against nonlinear alternatives
- Panel nonparametric regression with fixed effects
- Testing for common trends in semi-parametric panel data models with fixed effects
- Nonlinear continuous time modeling approaches in panel research
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- Estimation in single-index varying-coefficient panel data model
- Empirical likelihood based inference for varying coefficient panel data models with fixed effect
- Estimation in partially linear time-varying coefficients panel data models with fixed effects
- Semiparametric trending panel data models with cross-sectional dependence
- A nonparametric time-varying coefficient model for panel count data
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Estimation of time-varying coefficient dynamic panel data models
- A bi-integrative analysis of two-dimensional heterogeneous panel data models
- Uniform inference in linear panel data models with two-dimensional heterogeneity
- Testing for Trend Specifications in Panel Data Models
- Network-Based Clustering for Varying Coefficient Panel Data Models
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
- Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- Modelling time-varying relations in housing prices: a semiparametric panel approach
- Varying-coefficient quantile regression with effect under panel data and missing observation
- Estimation for partially time-varying spatial autoregressive panel data model under linear constraints
- Specification tests for time-varying coefficient panel data models
- Composite quantile regression estimation for varying coefficient panel data models with fixed effects based on auxiliary regression
- Introducing \textit{sspaneltvp}: a code to estimating state-space time-varying parameter models in panels. An application to Okun's law
- Does state dependence matter in relation to oil price shocks on global economic conditions?
- Estimating time-varying networks for high-dimensional time series
- On time-varying panel data models with time-varying interactive fixed effects
- Difference-based covariance matrix estimation in time series nonparametric regression with application to specification tests
- Bias correction estimation for partially linear varying coefficient spatial autoregressive panel model with fixed effects
- Estimation of varying coefficient fixed effects models in panel data based on auxiliary regression
- Trending Time-Varying Coefficient Spatial Panel Data Models
- Semiparametric estimation of a principal functional coefficient panel data model with cross-sectional dependence and its application to cigarette demand
- Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors
- Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects
- Estimation and Inference for a Semiparametric Time–Varying Panel Data Model
- Non-convex group penalized variable selection for high-dimensional varying coefficient panel data models with fixed effects using auxiliary regression
- 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
- Estimation of heterogeneous panels with structural breaks
This page was built for publication: Non-parametric time-varying coefficient panel data models with fixed effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4913916)