The single-index panel data models with heterogeneous link function: mixture approach

DOI10.1080/03610918.2019.1610438zbMath1497.62244OpenAlexW2957585110WikidataQ127518419 ScholiaQ127518419MaRDI QIDQ5082711

Arash Nademi

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1610438

zbMATH Keywords

EM algorithmmixture modelshidden variablesheterogeneous link functionsingle-index panel data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

Cites Work

• A semiparametric method for estimating nonlinear autoregressive model with dependent errors
• On the convergence properties of the EM algorithm
• On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
• Neighbourhood GMM estimation of dynamic panel data models
• Mixtures of nonparametric autoregressions
• On a Mixture Autoregressive Model
• Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
• Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach
• Maximum likelihood estimation for N‐mixture models
• Linear Statistical Inference and its Applications
• Unnamed Item
• Unnamed Item

This page was built for publication: The single-index panel data models with heterogeneous link function: mixture approach