Statistical inference for partially linear single-index model of panel data with serially correlated error structure

DOI10.1360/N012018-00230MaRDI QIDQ5064100zbMATH OpenOpenAlexWikidataFDO

Authors Qunfang Xu, Gao-Sheng Liu, Yang Bai

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/n012018-00230

zbMATH Keywords

panel datapartially linear single-index modelserial correlation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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• Identification and estimation of nonseparable single-index models in panel data with correlated random effects
• Consistency and asymptotic unbiasedness of S^ 2 in the serially correlated error components regression model for panel data
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• Panel Data Partially Linear Varying-Coefficient Model with Both Spatially and Time-Wise Correlated Errors
• Penalized quadratic inference estimation for partially linear single-index panel model with fixed effect
• On inference for a semiparametric partially linear regression model with serially correlated errors
• Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
• Efficient estimation in panel data partially additive linear model with serially correlated errors
• Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
• Fast efficient estimation and application of partially linear single index model with fixed effects

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