Nonparametric estimation of fixed effects panel data varying coefficient models
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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
(20)- Testing for distributional features in varying coefficient panel data 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?)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Functional coefficient panel modeling with communal smoothing covariates
- Bootstrap bandwidth selection in time-varying coefficient models with jumps
- Empirical likelihood based inference for fixed effects varying coefficient panel data models
- Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects
- Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
- Nonparametric multidimensional fixed effects panel data models
- Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
- Robust estimation of panel data regression models and applications
- The incidental parameter problem in a non-differentiable panel data model
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Direct semi-parametric estimation of fixed effects panel data varying coefficient models
- Non-parametric time-varying coefficient panel data models with fixed effects
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