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

DOI10.1080/03610926.2013.857417MaRDI QIDQ2807754zbMATH OpenOpenAlexFDO

Authors Rui Li, Hai Bing Zhao

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

zbMATH Keywords

variable selectiondifference based methodtime trend function

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4048298 (Why is no real title available?)
• A cross-country empirical investigation of the aggregate production function specification
• A difference based approach to the semiparametric partial linear model
• A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
• An elementary estimator of the partial linear model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Semiparametric trending panel data models with cross-sectional dependence
• Series estimation in partially linear in-slide regression models
• Spline functions. Computational methods
• Trending time-varying coefficient time series models with serially correlated errors
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(2)

• Semiparametric Difference-in-Differences Estimators
• Semiparametric trending panel data models with cross-sectional dependence

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