Nonparametric estimation of fixed effects panel data varying coefficient models

DOI10.1016/J.JMVA.2014.09.008MaRDI QIDQ476223zbMATH OpenOpenAlexFDO

Authors Alexandra Soberón, Juan Rodriguez-Poo

Publication date 28 November 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.09.008

zbMATH Keywords

fixed effectspanel datalocal linear regressionvarying coefficient modelsoracle efficient estimatorprofile least squares estimatorwithin estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Recommendations

• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
• Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
• Nonparametric estimation of fixed effects panel data models

Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 1423399 (Why is no real title available?)
• A nonparametric random effects estimator
• Analysis of panel data
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Functional-coefficient models for nonstationary time series data
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Multivariate locally weighted least squares regression
• Multivariate locally weighted polynomial fitting and partial derivative estimation
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Nonparametric dynamic panel data models: kernel estimation and specification testing
• Nonparametric estimation and testing of fixed effects panel data models
• Nonparametric regression estimation with general parametric error covariance
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Statistical estimation in varying coefficient models
• Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors

Cited in

(24)

• Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
• Functional coefficient panel modeling with communal smoothing covariates
• Empirical likelihood based inference for fixed effects varying coefficient panel data models
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
• Testing for distributional features in varying coefficient panel data models
• The incidental parameter problem in a non-differentiable panel data model
• Estimation of varying coefficient fixed effects models in panel data based on auxiliary regression
• Bootstrap bandwidth selection in time-varying coefficient models with jumps
• Asymptotics for nonparametric and semiparametric fixed effects panel models
• Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors
• Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• scientific article; zbMATH DE number 5308532 (Why is no real title available?)
• scientific article; zbMATH DE number 7376773 (Why is no real title available?)
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
• Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects
• Nonparametric multidimensional fixed effects panel data models
• Model detection and estimation for 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
• Homogeneity pursuit in the functional-coefficient quantile regression model for panel data with censored data
• Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
• Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
• Non-parametric time-varying coefficient panel data models with fixed effects
• Robust estimation of panel data regression models and applications

This page was built for publication: Nonparametric estimation of fixed effects panel data varying coefficient models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q476223)