Pages that link to "Item:Q1929379"

The following pages link to Profile likelihood estimation of partially linear panel data models with fixed effects (Q1929379):

Displaying 50 items.

• Nonparametric estimation and testing of fixed effects panel data models (Q292157) (← links)
• Semiparametric estimation of fixed effects panel data single-index model (Q386304) (← links)
• Empirical likelihood inference for partially linear panel data models with fixed effects (Q425718) (← links)
• Estimation in a semi-varying coefficient model for panel data with fixed effects (Q488951) (← links)
• Block empirical likelihood for partially linear panel data models with fixed effects (Q511566) (← links)
• Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978) (← links)
• Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
• Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
• Spline-backfitted kernel smoothing of partially linear additive model (Q710767) (← links)
• Semi-parametric inference for semi-varying coefficient panel data model with individual effects (Q730446) (← links)
• Estimating semiparametric panel data models by marginal integration (Q738175) (← links)
• Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
• Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects (Q777759) (← links)
• Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
• Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models (Q2010782) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model (Q2051519) (← links)
• Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
• An empirical likelihood check with varying coefficient fixed effect model with panel data (Q2126031) (← links)
• Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
• Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity (Q2189907) (← links)
• Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
• Partially linear single index models for repeated measurements (Q2252906) (← links)
• Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
• Analysis of panel data partially linear single-index models with serially correlated errors (Q2292009) (← links)
• A penalized spline estimator for fixed effects panel data models (Q2316728) (← links)
• Asymptotics for nonparametric and semiparametric fixed effects panel models (Q2343819) (← links)
• Nonparametric estimation of the marginal effect in fixed-effect panel data models (Q2418504) (← links)
• Simultaneous confidence band for nonparametric fixed effects panel data models (Q2439793) (← links)
• Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
• Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter (Q2516050) (← links)
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects (Q2635041) (← links)
• Public debt and macroeconomic activity: a predictive analysis for advanced economies (Q2691661) (← links)
• Nonparametric estimation of fixed effects panel data models (Q2863043) (← links)
• ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS (Q2878814) (← links)
• Testing for common trends in semi‐parametric panel data models with fixed effects (Q2896000) (← links)
• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) (← links)
• Asymptotic properties of the estimators of the semi-parametric spatial regression model (Q4563480) (← links)
• Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
• Empirical likelihood based inference for varying coefficient panel data models with fixed effect (Q5092718) (← links)
• Estimation and testing for panel data partially linear single-index models with errors correlated in space and time (Q5107061) (← links)
• Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)
• Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models (Q5863559) (← links)
• Nonparametric multidimensional fixed effects panel data models (Q5865515) (← links)
• Nonparametric instrumental regression with two-way fixed effects (Q6561138) (← links)
• Robust estimation with exponential squared loss for partially linear panel data model with fixed effects (Q6579735) (← links)
• Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market (Q6595052) (← links)