scientific article; zbMATH DE number 7376773
From MaRDI portal
Publication:5004051
zbMath1470.62071arXiv1803.02714MaRDI QIDQ5004051
San Ying Feng, Heng Peng, Gao Rong Li, Tie Jun Tong
Publication date: 30 July 2021
Full work available at URL: https://arxiv.org/abs/1803.02714
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
bootstraphypothesis testingpanel dataB-splinevarying-coefficient modelpartially linear varying-coefficient modelinteractive fixed effect
Numerical computation using splines (65D07) Hypothesis testing in multivariate analysis (62H15) Causal inference from observational studies (62D20)
Related Items
An empirical likelihood check with varying coefficient fixed effect model with panel data, Testing for covariance matrices in time-varying coefficient panel data models with fixed effects, Empirical likelihood based inference for varying coefficient panel data models with fixed effect, Robust variable selection in semiparametric mixed effects longitudinal data models
Cites Work
- Unnamed Item
- Unnamed Item
- Estimating Vector Autoregressions with Panel Data
- Bootstrapping GMM estimators for time series
- Trending time-varying coefficient time series models with serially correlated errors
- Nonparametric estimation of fixed effects panel data varying coefficient models
- Sieve estimation of panel data models with cross section dependence
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Optimal rates of convergence for nonparametric estimators
- Theoretical comparisons of block bootstrap methods
- Generalized likelihood ratio statistics and Wilks phenomenon
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error
- Variable selection for fixed effects varying coefficient models
- Testing for individual and time effects in panel data models with interactive effects
- Specification test for panel data models with interactive fixed effects
- Theory and methods of panel data models with interactive effects
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
- Panel Data Econometrics
- Non‐parametric time‐varying coefficient panel data models with fixed effects
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
- A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
- Nonparametric Estimation in Large Panels with Cross-Sectional Dependence
- Direct semi-parametric estimation of fixed effects panel data varying coefficient models
- Shrinkage Estimation of the Varying Coefficient Model
- Panel Data Models With Interactive Fixed Effects
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- GMM estimation of linear panel data models with time-varying individual effects
