Efficient estimation in panel data partially additive linear model with serially correlated errors

DOI10.5705/SS.2010.202zbMATH Open1259.62025OpenAlexW2330548046MaRDI QIDQ4908792FDOQ4908792

Authors: Jinhong You, Xian Zhou 

Publication date: 7 March 2013

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/84a64fc1c4225dd6ad66565dbda394f87e4f7e02

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zbMATH Keywords

semiparametricadditive modelserial correlationserror components

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical computation using splines (65D07)

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• Estimation for partially linear additive regression with spatial data
• Statistical inference of seemingly unrelated partially linear additive regression models
• Estimation and variable selection for partially linear additive models with measurement errors
• Estimation of fixed effects panel data partially linear additive regression models
• Weighted profile least squares estimation for a panel data varying-coefficient partially linear model
• Statistical inference for partially linear single-index model of panel data with serially correlated error structure
• Homogeneity tests for one-way models with dependent errors under correlated groups
• Tests for the existence of group effects and interactions for two-way models with dependent errors
• Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
• Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data
• Estimating partially linear panel data models with one-way error components
• ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
• Analysis of panel data partially linear single-index models with serially correlated errors
• Statistical inference in a panel data semiparametric regression model with serially correlated errors
• Title not available (Why is that?)

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