A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks

DOI10.1016/J.JECONOM.2016.09.011MaRDI QIDQ341892zbMATH OpenOpenAlexWikidataFDO

Authors Guohua Feng, Bin Peng, Xiaohui Zhang, Jiti Gao

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

zbMATH Keywords

returns to scaleestimation theorycategorical variablenonlinear panel data model

Mathematics Subject Classification ID

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)

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Cites work

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Cited in

(10)

• Functional coefficient panel modeling with communal smoothing covariates
• Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
• Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
• Threshold model with a time-varying threshold based on Fourier approximation
• Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
• Heterogeneous credit union production technologies with endogenous switching and correlated effects
• Estimation for varying coefficient panel data model with cross-sectional dependence
• Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
• Estimation of varying coefficient models with measurement error
• Testing specification of distribution in stochastic frontier analysis

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