Nonparametric estimation of fixed effects panel data varying coefficient models

DOI10.1016/J.JMVA.2014.09.008zbMATH Open1304.62059OpenAlexW2072540867MaRDI QIDQ476223FDOQ476223

Authors: Alexandra Soberón, Juan Rodriguez-Poo 

Publication date: 28 November 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.09.008

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zbMATH Keywords

fixed effectspanel datalocal linear regressionvarying coefficient modelsoracle efficient estimatorprofile least squares estimatorwithin estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Cites Work

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• Statistical estimation in varying coefficient models
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Multivariate locally weighted least squares regression
• Analysis of panel data
• Title not available (Why is that?)
• A nonparametric random effects estimator
• Nonparametric estimation and testing of fixed effects panel data models
• Functional-coefficient models for nonstationary time series data
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Nonparametric regression estimation with general parametric error covariance
• Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
• Multivariate locally weighted polynomial fitting and partial derivative estimation
• Nonparametric dynamic panel data models: kernel estimation and specification testing
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES

Cited In (20)

• Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
• Functional coefficient panel modeling with communal smoothing covariates
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
• Empirical likelihood based inference for fixed effects varying coefficient panel data models
• Testing for distributional features in varying coefficient panel data models
• Bootstrap bandwidth selection in time-varying coefficient models with jumps
• The incidental parameter problem in a non-differentiable panel data model
• Asymptotics for nonparametric and semiparametric fixed effects panel models
• Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Title not available (Why is that?)
• Title not available (Why is that?)
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
• Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects
• Nonparametric multidimensional fixed effects panel data models
• Model detection and estimation for varying coefficient panel data models with fixed effects
• Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
• Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
• Non-parametric time-varying coefficient panel data models with fixed effects
• Robust estimation of panel data regression models and applications

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