Smooth varying-coefficient estimation and inference for qualitative and quantitative data
From MaRDI portal
Publication:2995416
DOI10.1017/S0266466609990739zbMATH Open1230.62053MaRDI QIDQ2995416FDOQ2995416
Authors: Qi Li, Jeffrey S. Racine 
Publication date: 21 April 2011
Published in: Econometric Theory (Search for Journal in Brave)
Recommendations
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- Efficient estimation for semivarying-coefficient models
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Smoothing Spline Estimation in Varying-Coefficient Models
- New efficient and robust estimation in varying-coefficient models with heteroscedasticity
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- A central limit theorem for generalized quadratic forms
- Comparing nonparametric versus parametric regression fits
- A Consistent Conditional Moment Test of Functional Form
- Multivariate binary discrimination by the kernel method
- Asymptotic Theory of Integrated Conditional Moment Tests
- A consistent model specification test with mixed discrete and continuous data
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Consistent model specification tests
- Semiparametric Stochastic Mixed Models for Longitudinal Data
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Adaptive Varying-Coefficient Linear Models
- Bootstrap tests: how many bootstraps?
- Optimal bandwidth selection in nonparametric regression function estimation
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Functional coefficient instrumental variables models
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Regression Smoothing Parameters That Are Not Far From Their Optimum
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Multivariate regression estimation: Local polynomial fitting for time series
- 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
- 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
- Nonparametric estimation with mixed data types in survey sampling
- 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
- Estimation in a semiparametric panel data model with nonstationarity
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- 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
This page was built for publication: Smooth varying-coefficient estimation and inference for qualitative and quantitative data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2995416)
