Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
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Cited in
(15)- Estimation and inference of semi-varying coefficient models with heteroscedastic errors
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Adaptive jump-preserving estimates in varying-coefficient models
- Fast inference for semi-varying coefficient models via local averaging
- An orthogonality-based estimation with two steps for varying coefficient mixed-effects models
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
- Statistical inference for heteroscedastic semi-varying coefficient EV models
- Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
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