Simultaneous confidence band for nonparametric fixed effects panel data models

DOI10.1016/j.econlet.2013.02.037zbMath1283.62100OpenAlexW2087977903MaRDI QIDQ2439793

Heng Peng, Gao Rong Li, Tie Jun Tong

Publication date: 17 March 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.02.037

zbMATH Keywords

fixed effectspanel datanonparametric regressionsimultaneous confidence bandprofile least-squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

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An empirical likelihood check with varying coefficient fixed effect model with panel data, Model detection and estimation for varying coefficient panel data models with fixed effects, Empirical likelihood based inference for fixed effects varying coefficient panel data models, Empirical likelihood based inference for varying coefficient panel data models with fixed effect, Simultaneous confidence band for single-index random effects models with longitudinal data, Estimation in partially linear time-varying coefficients panel data models with fixed effects, Variable selection for fixed effects varying coefficient models, Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects, Two-stage estimation and simultaneous confidence band in partially nonlinear additive model, A penalized spline estimator for fixed effects panel data models

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