Estimation in partially linear time-varying coefficients panel data models with fixed effects

DOI10.1016/j.jkss.2016.10.004zbMath1362.62094OpenAlexW2556776496MaRDI QIDQ526978

Jing Zhao, Wei-hu Cheng, San Ying Feng

Publication date: 15 May 2017

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.10.004

zbMATH Keywords

fixed effectspanel datalocal linear estimationblock bootstrap procedureleast square dummy variablepartially linear time-varying coefficient models

Mathematics Subject Classification ID

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

Related Items (3)

Test for the covariance matrix in time-varying coefficients panel data models with fixed effects ⋮ Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models ⋮ Empirical likelihood based inference for varying coefficient panel data models with fixed effect

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