Estimation in a semi-varying coefficient model for panel data with fixed effects

DOI10.1007/S11424-014-2263-1MaRDI QIDQ488951zbMATH OpenOpenAlexFDO

Authors Xuemei Hu

Publication date 27 January 2015

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-014-2263-1

zbMATH Keywords

profile likelihoodfixed effectsemi-varying coefficient model for panel data

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cites work

• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Efficient estimation for semivarying-coefficient models
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Fitting a bivariate additive model by local polynomial regression
• Local polynomial fitting in semivarying coefficient model
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Nonparametric estimation and testing of fixed effects panel data models
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Quantile regression in partially linear varying coefficient models
• Semiparametric estimation of fixed-effects panel data varying coefficient models

Cited in

(27)

• scientific article; zbMATH DE number 5308532 (Why is no real title available?)
• Partially linear varying-coefficient panel data models with fixed effects
• Profile likelihood estimation of partially linear panel data models with fixed effects
• scientific article; zbMATH DE number 7376773 (Why is no real title available?)
• On the semi-varying coefficient dynamic panel data model with autocorrelated errors
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
• Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
• Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
• Estimation in partially linear time-varying coefficients panel data models with fixed effects
• A semiparametric model for heterogeneous panel data with fixed effects
• Model detection and estimation for varying coefficient panel data models with fixed effects
• Profile quasi maximum likelihood dummy variables estimation for spatial lag varying coefficient panel data model with fixed effects
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Semi-parametric inference for semi-varying coefficient panel data model with individual effects
• Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market
• Estimation and inference of a semiparametric varying-coefficient additive model for panel data
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Estimation of semi-varying coefficient models with nonstationary regressors
• Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
• The effect of corporate governance on debt financing cost of listed companies
• Regression splines estimation for semiparametric panel data models with fixed effects
• Block empirical likelihood for partially linear panel data models with fixed effects
• Semiparametric varying parameter panel data models: An application to estimation of speed of convergence
• Empirical likelihood for semi-varying coefficient models for panel data with fixed effects
• An empirical likelihood check with varying coefficient fixed effect model with panel data

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