Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
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Publication:2274956
DOI10.1016/j.jmva.2019.04.005zbMath1422.62124MaRDI QIDQ2274956
Jia Chen, Degui Li, Yingcun Xia
Publication date: 1 October 2019
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/145203/1/JMVA_2017_514_EiC.pdf
principal component analysis; panel data; Cholesky decomposition; local linear smoothing; functional coefficients; profile least squares; within-subject covariance