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

DOI10.1016/J.JMVA.2005.04.005zbMATH Open1085.62044OpenAlexW2090733708MaRDI QIDQ2489489FDOQ2489489

Authors: Jinhong You, Xian Zhou 

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

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zbMATH Keywords

tablesSemiparametric estimationAsymptotic normalityConsistencyIntraclass correlationPanel dataPartially linear regression modelSerially correlated errors

Mathematics Subject Classification ID

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

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Cited In (12)

• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
• Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
• Statistical inference for partially linear single-index model of panel data with serially correlated error structure
• Inference on a regression model with noised variables and serially correlated errors
• Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors
• Efficient semiparametric estimation via Cholesky decomposition for longitudinal data
• On inference for a semiparametric partially linear regression model with serially correlated errors
• Efficient estimation in panel data partially additive linear model with serially correlated errors
• Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
• Analysis of panel data partially linear single-index models with serially correlated errors
• Block empirical likelihood for partially linear panel data models with fixed effects

Uses Software

• KernSmooth

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