Estimating partially linear panel data models with one-way error components

DOI10.1080/07474939808800409zbMath0915.62095OpenAlexW1976711493MaRDI QIDQ3842860

Q. Li, Aman Ullah

Publication date: 28 June 1999

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939808800409

zbMATH Keywords

semiparametric estimationgeneralized least squaresinstrumental variablespartially linear modelindividual effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Linear inference, regression (62J99)

Related Items (18)

Estimation of partially linear panel data models with cross-sectional dependence ⋮ Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure ⋮ Multilevel and nonlinear panel data models ⋮ A nonparametric random effects estimator ⋮ Statistical inference for the partially linear single-index model of panel data with serially correlated error structure ⋮ More efficient estimation of nonparametric panel data models with random effects ⋮ Block empirical likelihood for partially linear panel data models with fixed effects ⋮ Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors ⋮ Statistical inference in a panel data semiparametric regression model with serially correlated errors ⋮ The law of iterated logarithm of estimators for partially linear panel data models ⋮ Analysis of panel data partially linear single-index models with serially correlated errors ⋮ Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data ⋮ Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models ⋮ Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models ⋮ Efficient Inference in a Generalized Partially Linear Model with Random Effect for Longitudinal Data ⋮ Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models ⋮ On instrumental variable estimation of semiparametric dynamic panel data models.

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