Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study

DOI10.1007/S00180-014-0549-3MaRDI QIDQ740076zbMATH OpenOpenAlexFDO

Authors Alexandra Soberón, Juan Rodriguez-Poo

Publication date 12 August 2016

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10902/9523

zbMATH Keywords

panel datalocal linear regressionMonte Carlo simulationswithin estimatorfirst-differences estimatorone-step backfitting algorithmsemi-parametric varying coefficients model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Individual preferences (91B08)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 739534 (Why is no real title available?)
• Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Econometric analysis of cross section and panel data.
• Estimating semiparametric panel data models by marginal integration
• Linear smoothers and additive models
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
• Nonparametric dynamic panel data models: kernel estimation and specification testing
• Nonparametric estimation and testing of fixed effects panel data models
• Nonparametric estimation of fixed effects panel data varying coefficient models
• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Statistical estimation in varying coefficient models

Cited in

(6)

• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
• Editorial to the special issue on applicable semiparametrics of computational statistics
• First-differencing in panel data models with incidental functions
• Estimation in partially linear time-varying coefficients panel data models with fixed effects
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Nonparametric estimation of fixed effects panel data varying coefficient models

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