Nonparametric estimation of smooth coefficients in fixed-effect panel data models

DOI10.1016/J.JMVA.2026.105669MaRDI QIDQ7304409zbMATH OpenFDO

Authors Taining Wang, Feng Yao, Jun Cai

Publication date 27 July 2026

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

Full work available at URL https://doi.org/10.1016/J.JMVA.2026.105669

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25)

Cites work

• Analysis of panel data
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Estimating semiparametric panel data models by marginal integration
• Functional-Coefficient Regression Models for Nonlinear Time Series
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• Nonlinear Time Series
• Nonparametric dynamic panel data models: kernel estimation and specification testing
• Nonparametric econometrics. Theory and practice.
• Nonparametric estimation and testing of fixed effects panel data models
• Nonparametric estimation of fixed effects panel data varying coefficient models
• Nonparametric estimation of the marginal effect in fixed-effect panel data models
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Optimal global rates of convergence for nonparametric regression
• Panel Data Econometrics
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Semiparametric estimation of fixed-effects panel data varying coefficient models

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