Statistical inference in a panel data semiparametric regression model with serially correlated errors

DOI10.1016/j.jmva.2005.04.005zbMath1085.62044OpenAlexW2090733708MaRDI QIDQ2489489

Xian Zhou, Jin-hong You

Publication date: 28 April 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.04.005

zbMATH Keywords

tablesPanel dataConsistencyAsymptotic normalityIntraclass correlationSemiparametric estimationPartially linear regression modelSerially correlated errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items

Efficient semiparametric estimation via Cholesky decomposition for longitudinal data, Block empirical likelihood for partially linear panel data models with fixed effects, Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors, Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density

Uses Software

• KernSmooth

Cites Work

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