Smooth varying-coefficient estimation and inference for qualitative and quantitative data
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Publication:2995416
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Cites work
- A Consistent Conditional Moment Test of Functional Form
- A central limit theorem for generalized quadratic forms
- A consistent model specification test with mixed discrete and continuous data
- Adaptive Varying-Coefficient Linear Models
- Asymptotic Theory of Integrated Conditional Moment Tests
- Bootstrap tests: how many bootstraps?
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Comparing nonparametric versus parametric regression fits
- Consistent model specification tests
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Functional coefficient instrumental variables models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Multivariate binary discrimination by the kernel method
- Multivariate regression estimation: Local polynomial fitting for time series
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Optimal bandwidth selection in nonparametric regression function estimation
- Regression Smoothing Parameters That Are Not Far From Their Optimum
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Semiparametric Stochastic Mixed Models for Longitudinal Data
- THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
Cited in
(16)- Semiparametric smooth-coefficient stochastic frontier model
- Smooth coefficient estimation of a seemingly unrelated regression
- Inference on modelling cross-sectional dependence for a varying-coefficient model
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
- Nonparametric estimation with mixed data types in survey sampling
- Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study
- Model detection and variable selection for mode varying coefficient model
- Does risk management affect productivity of organic rice farmers in India? Evidence from a semiparametric production model
- Semiparametric Smooth Coefficient Stochastic Frontier Model With Panel Data
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Estimation in a semiparametric panel data model with nonstationarity
- Estimation in generalised varying-coefficient models with unspecified link functions
- Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
- Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis
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