Estimating semiparametric panel data models by marginal integration
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Cites work
- A kernel method of estimating structured nonparametric regression based on marginal integration
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
- Consistent nonparametric regression. Discussion
- Design-adaptive Nonparametric Regression
- Direct estimation of low-dimensional components in additive models.
- Estimation of additive regression models with known links
- scientific article; zbMATH DE number 3874417 (Why is no real title available?)
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- Inequality and growth: what can the data say?
- Marginal nonparametric kernel regression accounting for within-subject correlation
- Miscellanea. Efficient estimation of additive nonparametric regression models
- More efficient estimation of nonparametric panel data models with random effects
- Multivariate locally weighted least squares regression
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
- Nonparametric estimation and testing of fixed effects panel data models
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
- Nonparametric Identification of Nonlinear Time Series: Projections
- On internally corrected and symmetrized kernel estimators for nonparametric regression
- On the root-n-consistent semiparametric estimation of partially linear models
- Profile likelihood estimation of partially linear panel data models with fixed effects
- Quasi-likelihood Estimation in Semiparametric Models
- Rate optimal estimation with the integration method in the presence of many covariates
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Root-N-Consistent Semiparametric Regression
- Semiparametric estimation of partially linear panel data models
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some Comments on C P
- Variable bandwidth and local linear regression smoothers
Cited in
(27)- On discrete Epanechnikov kernel functions
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- Semiparametric estimation of panel data models without monotonicity or separability
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- A penalized spline estimator for fixed effects panel data models
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- Nonparametric estimation of the marginal effect in fixed-effect panel data models
- Estimation of a nonlinear panel data model with semiparametric individual effects
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- A semiparametric model for heterogeneous panel data with fixed effects
- Nonparametric estimation of fixed effects panel data models
- Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information: a selected review
- Semiparametric Estimation of Regression Models for Panel Data
- The inequality-growth plateau
- Pairwise difference estimators for nonlinear models
- Testing for distributional features in varying coefficient panel data models
- Nonparametric estimation of marginal effects in regression-spline random effects models
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Nonparametric multidimensional fixed effects panel data models
- Nonparametric instrumental regression with two-way fixed effects
- Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
- Nonparametric estimation of smooth coefficients in fixed-effect panel data models
- Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
- Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach
- Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects
- Multilevel and nonlinear panel data models
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