Semiparametric trending panel data models with cross-sectional dependence
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Publication:528077
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1005342 (Why is no real title available?)
- A cross-country empirical investigation of the aggregate production function specification
- A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Linear Regression Limit Theory for Nonstationary Panel Data
- Non-parametric time-varying coefficient panel data models with fixed effects
- Nonlinear Time Series
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Nonparametric trending regression with cross-sectional dependence
- On tail probabilities for martingales
- Profile likelihood estimation of partially linear panel data models with fixed effects
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Semiparametric estimation and testing of the trend of temperature series
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- Series estimation in partially linear in-slide regression models
- Sieve estimation of panel data models with cross section dependence
- Statistical inference in partially time-varying coefficient models
- Trending time series and macroeconomic activity: Some present and future challenges
- Trending time-varying coefficient time series models with serially correlated errors
- Weak convergence for weighted empirical processes of dependent sequences
Cited in
(41)- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Testing for Trend Specifications in Panel Data Models
- Recursive estimation in large panel data models: theory and practice
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Partially linear single index models for repeated measurements
- Heterogeneous panel data models with cross-sectional dependence
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
- Series estimation for single-index models under constraints
- Nonparametric fixed effects model for panel data with locally stationary regressors
- Estimation of partially linear panel data models with cross-sectional dependence
- Semiparametric single-index panel data models with cross-sectional dependence
- Testing for structural changes in factor models via a nonparametric regression
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
- Sparse spatio-temporal autoregressions by profiling and bagging
- A semiparametric model for heterogeneous panel data with fixed effects
- Determining individual or time effects in panel data models
- Sparsity identification for high-dimensional partially linear model with measurement error
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- Testing for common trends in semi-parametric panel data models with fixed effects
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
- Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence
- On time-varying factor models: estimation and testing
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
- Testing a linear dynamic panel data model against nonlinear alternatives
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Estimating cross-section common stochastic trends in nonstationary panel data
- Nonparametric trending regression with cross-sectional dependence
- Inference on trending panel data
- Effective identification and estimation for the semiparametric measurement error model
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
- Estimation in a semiparametric panel data model with nonstationarity
- Semiparametric model for covariance regression analysis
- Panel data models with cross-sectional dependence: a selective review
- Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
- GMM estimation for high-dimensional panel data models
- Nonparametric testing for smooth structural changes in panel data models
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