Series estimation under cross-sectional dependence
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Cites work
- scientific article; zbMATH DE number 3147986 (Why is no real title available?)
- scientific article; zbMATH DE number 3965276 (Why is no real title available?)
- scientific article; zbMATH DE number 47926 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3195741 (Why is no real title available?)
- A central limit theorem for endogenous locations and complex spatial interactions
- A note on ``Convergence rates and asymptotic normality for series estimators: uniform convergence rates
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotic theory for nonparametric regression with spatial data
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Convergence rates and asymptotic normality for series estimators
- Cross-Section Regression with Common Shocks
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- GMM estimation with cross sectional dependence
- HAC estimation in a spatial framework
- Measurement Error Models with Auxiliary Data
- Multiple Time Series Regression with Integrated Processes
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric spatial regression under near-epoch dependence
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- On spatial processes and asymptotic inference under near-epoch dependence
- Optimal global rates of convergence for nonparametric regression
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Panel data models with interactive fixed effects
- Root-N-Consistent Semiparametric Regression
- Root-n-consistent estimation of partially linear time series models
- Semiparametric Estimation of Index Coefficients
- Semiparametric Regression for the Applied Econometrician
- Sieve Extremum Estimates for Weakly Dependent Data
- Simple Robust Testing of Regression Hypotheses
- Spatial Price Competition: A Semiparametric Approach
- Spatial econometrics. Statistical foundations and applications to regional convergence.
- Statistical inference on regression with spatial dependence
Cited in
(34)- A nonparametric test for the heterogeneity of the spatial autoregressive parameter
- Binary response models for heterogeneous panel data with interactive fixed effects
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Inference on modelling cross-sectional dependence for a varying-coefficient model
- Simulated Greeks for American options
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Estimation and inference in semiparametric quantile factor models
- Treatment effect models with strategic interaction in treatment decisions
- Dependence among single stations in series and its applications in productivity improvement
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
- Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
- Uniform Nonparametric Inference for Spatially Dependent Panel Data
- Reprint of: Nonparametric estimation for high-frequency data incorporating trading information
- Nonparametric estimation for high-frequency data incorporating trading information
- Series ridge regression for spatial data on \(\mathbb{R}^d\)
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Estimation in a semiparametric panel data model with nonstationarity
- GMM estimation with cross sectional dependence
- Sieve semiparametric two-step GMM under weak dependence
- Sieve estimation of panel data models with cross section dependence
- Nonparametric regression under cluster sampling
- Statistical inference for the low dimensional parameters of linear regression models in the presence of high-dimensional data: an orthogonal projection approach
- Estimation of a nonparametric model for bond prices from cross-section and time series information
- Determining individual or time effects in panel data models
- GMM estimation for high-dimensional panel data models
- Nonparametric specification testing via the trinity of tests
- Nonparametric estimation in large panels with cross-sectional dependence
- Bootstrap inference under cross‐sectional dependence
- Robust inference on infinite and growing dimensional time-series regression
- Heterogeneous panel data models with cross-sectional dependence
- Testing nonparametric shape restrictions
- Nonparametric trending regression with cross-sectional dependence
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