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

DOI10.1080/03610926.2020.1860226MaRDI QIDQ5096012zbMATH OpenOpenAlexFDO

Authors

Publication date 12 August 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2020.1860226

zbMATH Keywords

panel datapartially linear single-index modelserial correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• The EFM approach for single-index models
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• Weak and strong uniform consistency of kernel regression estimates

Cited in

(6)

• 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
• Analysis of panel data partially linear single-index models with serially correlated errors
• 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
• Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors

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