Semiparametric estimation of fixed-effects panel data varying coefficient models
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Cited in
(69)- Empirical likelihood inference for partially linear panel data models with fixed effects
- Profile quasi maximum likelihood dummy variables estimation for spatial lag varying coefficient panel data model with fixed effects
- Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
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- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Functional coefficient panel modeling with communal smoothing covariates
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models
- Empirical likelihood based inference for fixed effects varying coefficient panel data models
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
- Nonparametric fixed effects model for panel data with locally stationary regressors
- Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels
- Testing for distributional features in varying coefficient panel data models
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market
- Smooth coefficient models with endogenous environmental variables
- An empirical likelihood check with varying coefficient fixed effect model with panel data
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors
- Semi-parametric inference for semi-varying coefficient panel data model with individual effects
- Estimation of varying coefficient fixed effects models in panel data based on auxiliary regression
- Trending Time-Varying Coefficient Spatial Panel Data Models
- Estimation in single-index panel data models with heterogeneous link functions
- Bootstrap bandwidth selection in time-varying coefficient models with jumps
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors
- Semiparametric estimation of a principal functional coefficient panel data model with cross-sectional dependence and its application to cigarette demand
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Estimation in a semi-varying coefficient model for panel data with fixed effects
- Network-Based Clustering for Varying Coefficient Panel Data Models
- Nonparametric testing for smooth structural changes in panel data models
- Modelling time-varying relations in housing prices: a semiparametric panel approach
- Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
- Local information theoretic methods for smooth coefficients dynamic panel data models
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- Variable selection for fixed effects varying coefficient models
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- 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
- scientific article; zbMATH DE number 5308532 (Why is no real title available?)
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Estimation and inference of a semiparametric varying-coefficient additive model for panel data
- Semiparametric varying parameter panel data models: An application to estimation of speed of convergence
- Estimation in a semiparametric panel data model with nonstationarity
- Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure
- Nonparametric estimation of fixed effects panel data varying coefficient models
- Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects
- Semiparametric trending panel data models with cross-sectional dependence
- The dynamic interplay of clan culture and socioeconomic factors on fertility: evidence from China
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Estimation of semi-varying coefficient models with nonstationary regressors
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- Introducing \textit{sspaneltvp}: a code to estimating state-space time-varying parameter models in panels. An application to Okun's law
- Homogeneity pursuit in the functional-coefficient quantile regression model for panel data with censored data
- Nonparametric modeling for the time-varying persistence of inflation
- Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
- Non-parametric time-varying coefficient panel data models with fixed effects
- Robust machine learning for treatment effects in multilevel observational studies under cluster-level unmeasured confounding
- Semiparametric estimation of fixed effects panel data single-index model
- Partially linear varying-coefficient panel data models with fixed effects
- A semiparametric model for heterogeneous panel data with fixed effects
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Estimation in single-index varying-coefficient panel data model
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