In this paper, we consider semiparametric estimation in a partially linear single-index panel data model with fixed effects. Without taking the difference explicitly, we propose using a semiparametric minimum average variance estimation (SMAVE) based on a dummy-variable method to remove the...

A new estimation procedure based on modal regression is proposed for single-index varying-coefficient models. The proposed method achieves better robustness and efficiency than that of Xue and Pang (2013). We establish the asymptotic normalities of proposed estimators and evaluate the...