Statistical inference for single-index panel data models

DOI10.1111/SJOS.12067MaRDI QIDQ2922170zbMATH OpenOpenAlexFDO

Authors Liping Zhu, Jinhong You, Qunfang Xu

Publication date 9 October 2014

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12067

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A Two-Way Semilinear Model for Normalization and Analysis of cDNA Microarray Data
• Analysis of panel data
• Econometric analysis of cross section and panel data.
• Estimation in a semiparametric partially linear errors-in-variables model
• Generalized Partially Linear Single-Index Models
• Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
• Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
• Nonparametric estimation and testing of fixed effects panel data models
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• On almost linearity of low dimensional projections from high dimensional data
• On the Pooling of Time Series and Cross Section Data
• Panel Data Econometrics
• Semilinear High-Dimensional Model for Normalization of Microarray Data
• Series estimation in partially linear in-slide regression models
• Statistical inference using a weighted difference-based series approach for partially linear regression models
• The Hausman test in a Cliff and Ord panel model
• The Likelihood Approach to Pooling Cross-Section and Time-Series Data

Cited in

(16)

• An extended single-index model with missing response at random
• Joint estimation for single index mean-covariance models with longitudinal data
• Semiparametric estimation of fixed effects panel data single-index model
• Estimation for the single-index models with random effects
• Efficient estimation in heteroscedastic single-index models
• Estimation in single-index varying-coefficient panel data model
• Estimation in single-index panel data models with heterogeneous link functions
• The single-index panel data models with heterogeneous link function: mixture approach
• Robust estimation with exponential squared loss for partially linear panel data model with fixed effects
• Jump detection in single-index models with measurement error
• Quantile Regression and Homogeneity Identification of a Semiparametric Panel Data Model
• Composite quantile regression estimation for varying coefficient panel data models with fixed effects based on auxiliary regression
• Estimation of varying coefficient fixed effects models in panel data based on auxiliary regression
• Non-convex group penalized variable selection for high-dimensional varying coefficient panel data models with fixed effects using auxiliary regression
• Statistical inference for panel dynamic simultaneous equations models
• Statistical inference in dynamic panel data models

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