Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method

DOI10.1080/07350015.2019.1660176MaRDI QIDQ6617758zbMATH OpenFDO

Authors Shunan Zhao, Rui Qi Liu, Zuofeng Shang

Publication date 11 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 3464396 (Why is no real title available?)
• scientific article; zbMATH DE number 5055767 (Why is no real title available?)
• A partially linear framework for massive heterogeneous data
• A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
• A spatio-temporal model of house prices in the USA
• Accurate error bounds for the eigenvalues of the kernel matrix
• Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
• Convergence rate and Bahadur type representation of general smoothing spline M-estimates
• Divide and conquer kernel ridge regression: a distributed algorithm with minimax optimal rates
• Dynamic linear panel regression models with interactive fixed effects
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Functional data analysis.
• Inferential Theory for Factor Models of Large Dimensions
• Joint asymptotics for semi-nonparametric regression models with partially linear structure
• Linear regression for panel with unknown number of factors as interactive fixed effects
• Local and global asymptotic inference in smoothing spline models
• Nonparametric estimation in large panels with cross-sectional dependence
• Nonparametric inference in generalized functional linear models
• Panel data models with interactive fixed effects
• Penalized quasi-likelihood estimation in partial linear models
• Sieve estimation of panel data models with cross section dependence
• Smoothing spline ANOVA models
• Smoothing splines. Methods and applications
• Specification test for panel data models with interactive fixed effects
• Support Vector Machines
• Testing weak cross-sectional dependence in large panels
• Weak and strong cross-section dependence and estimation of large panels

Cited in

(2)

• Semiparametric estimation for the functional additive hazards model
• Estimation and Inference for Nonparametric Expected Shortfall Regression over RKHS

This page was built for publication: Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6617758)