On the semi-varying coefficient dynamic panel data model with autocorrelated errors

DOI10.1016/j.csda.2022.107458MaRDI QIDQ2143011

Honglei Wei, Hui Jiang, Lei Huang, Hong-Fan Zhang

Publication date: 30 May 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107458

zbMATH Keywords

panel data; spectral density; B-spline; autocorrelation; varying coefficient

Mathematics Subject Classification ID

62-XX: Statistics

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