Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence

DOI10.1080/03610926.2013.857417zbMATH Open1338.62141OpenAlexW2152416740MaRDI QIDQ2807754FDOQ2807754

Hai Bing Zhao, Rui Li

Publication date: 25 May 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.857417

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zbMATH Keywords

variable selectiondifference based methodtime trend function

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cites Work

• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• A difference based approach to the semiparametric partial linear model
• Title not available (Why is that?)
• Trending time-varying coefficient time series models with serially correlated errors
• A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
• An elementary estimator of the partial linear model
• Semiparametric trending panel data models with cross-sectional dependence
• A cross-country empirical investigation of the aggregate production function specification
• Series estimation in partially linear in-slide regression models
• Spline Functions

Cited In (1)

• Semiparametric Difference-in-Differences Estimators

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