Varying coefficient models revisited: an econometric view
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Publication:5280078
DOI10.1007/978-3-319-41582-6_5zbMATH Open1366.62059OpenAlexW2345222413MaRDI QIDQ5280078FDOQ5280078
Authors: Giacomo Benini, Stefan Sperlich, Raoul Theler 
Publication date: 20 July 2017
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:83342
Recommendations
- Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Statistical methods with varying coefficient models
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Estimation of varying coefficient models with time trend and integrated regressors
Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)
Cites Work
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
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- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Identification and Estimation of Local Average Treatment Effects
- Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity
- Statistical methods with varying coefficient models
- Exogeneity
- A kernel method of estimating structured nonparametric regression based on marginal integration
- A note on non-parametric estimation with predicted variables
- Iterative Estimation of a Set of Linear Regression Equations
- Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
Cited In (5)
- Codependent VAR models and the pseudo-structural form
- Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
- Modeling heterogeneous treatment effects in the presence of endogeneity
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