Semiparametric trending panel data models with cross-sectional dependence
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Publication:528077
DOI10.1016/J.JECONOM.2012.07.001zbMATH Open1443.62247OpenAlexW3122347686MaRDI QIDQ528077FDOQ528077
Authors: Jia Chen, Degui Li, Jiti Gao 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://business.monash.edu/econometrics-and-business-statistics/research/publications/ebs/wp15-11.pdf
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Cited In (38)
- Partially linear single index models for repeated measurements
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Semiparametric single-index panel data models with cross-sectional dependence
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Testing for Trend Specifications in Panel Data Models
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
- Semiparametric model for covariance regression analysis
- Recursive estimation in large panel data models: theory and practice
- Nonparametric fixed effects model for panel data with locally stationary regressors
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects
- Testing a linear dynamic panel data model against nonlinear alternatives
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
- Series estimation for single‐index models under constraints
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
- On time-varying factor models: estimation and testing
- Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- Nonparametric testing for smooth structural changes in panel data models
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
- Panel data models with cross-sectional dependence: a selective review
- Estimation in a semiparametric panel data model with nonstationarity
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
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- TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION
- Sparsity identification for high-dimensional partially linear model with measurement error
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- Estimation of partially linear panel data models with cross-sectional dependence
- Sparse spatio-temporal autoregressions by profiling and bagging
- Heterogeneous panel data models with cross-sectional dependence
- A semiparametric model for heterogeneous panel data with fixed effects
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