A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
DOI10.1016/J.JECONOM.2016.09.011zbMATH Open1443.62445OpenAlexW3122253379WikidataQ57936782 ScholiaQ57936782MaRDI QIDQ341892FDOQ341892
Jiti Gao, Guohua Feng, Bin Peng, Xiaohui Zhang
Publication date: 17 November 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10871/37646
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
Cites Work
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Cited In (8)
- Estimation for varying coefficient panel data model with cross-sectional dependence
- Functional coefficient panel modeling with communal smoothing covariates
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
- Estimation of varying coefficient models with measurement error
- Testing specification of distribution in stochastic frontier analysis
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Threshold model with a time‐varying threshold based on Fourier approximation
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