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

DOI10.5705/SS.2010.202MaRDI QIDQ4908792zbMATH OpenOpenAlexFDO

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

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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(17)

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• Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
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• Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data
• Statistical inference in a panel data semiparametric regression model with serially correlated errors
• Statistical inference for partially linear single-index model of panel data with serially correlated error structure
• Estimation of fixed effects panel data partially linear additive regression models
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• 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
• Estimation and variable selection for partially linear additive models with measurement errors
• Analysis of panel data partially linear single-index models with serially correlated errors
• Estimation for partially linear additive regression with spatial data
• 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
• Statistical inference of seemingly unrelated partially linear additive regression models
• Composite quantile regression for partially linear additive model with censored responses and its application

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