Varying coefficient models revisited: an econometric view

DOI10.1007/978-3-319-41582-6_5MaRDI QIDQ5280078zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

endogeneityheterogeneityvarying coefficient

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
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• Semiparametric estimation of partially varying-coefficient dynamic panel data models
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Cites work

• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A kernel method of estimating structured nonparametric regression based on marginal integration
• A note on non-parametric estimation with predicted variables
• Exogeneity
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Identification and Estimation of Local Average Treatment Effects
• Iterative Estimation of a Set of Linear Regression Equations
• Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
• Statistical methods with varying coefficient models
• Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity

Cited in

(5)

• Modeling heterogeneous treatment effects in the presence of endogeneity
• 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

Describes a project that uses

Uses Software

• R

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