Estimation of a rank-reduced functional-coefficient panel data model with serial correlation

DOI10.1016/j.jmva.2019.04.005zbMath1422.62124OpenAlexW3121764887WikidataQ127992491 ScholiaQ127992491MaRDI QIDQ2274956

Degui Li, Yingcun Xia, Jia Chen

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

zbMATH Keywords

principal component analysispanel dataCholesky decompositionlocal linear smoothingfunctional coefficientsprofile least squareswithin-subject covariance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (1)

Nonparametric homogeneity pursuit in functional-coefficient models

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