Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models

MaRDI QIDQ5004053zbMATH OpenFDO

Authors Alexandra Soberón, Juan Rodriguez-Poo

Publication date 30 July 2021

zbMATH Keywords

endogeneityfixed effectsfunctional-coefficient modelsgeneralized F-testinstrumental variablespanel data

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Functional data analysis (62R10) Monte Carlo methods (65C05)

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Cites work

• Alternative methods for evaluating the impact of interventions. An overview
• BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
• Consumption Over the Life Cycle
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Econometric Causality
• Efficiency Bounds for Semiparametric Regression
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Functional coefficient instrumental variables models
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• Instrumental Variable Estimation of Nonparametric Models
• Large Sample Properties of Generalized Method of Moments Estimators
• Local polynomial estimation of nonparametric simultaneous equations models
• Non parametric analysis of panel data models with endogenous variables
• Nonparametric estimation of fixed effects panel data varying coefficient models
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Nonparametric instrumental regression
• Nonparametric methods for inference in the presence of instrumental variables
• Panel Data Econometrics
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Semiparametric estimation in triangular system equations with nonstationarity
• Statistical estimation in varying coefficient models
• Subsampling

Cited in

(7)

• Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Nonparametric estimation of fixed effects panel data varying coefficient models
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Subgroup effect quantile regression with high dimensional missing panel data
• Varying-coefficient quantile regression with effect under panel data and missing observation

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