Search Results - subject:"Partially Linear"

Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters

Li, Gaorong; Lin, Lu; Zhu, Lixing - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 85-111

parameters in a varying coefficient partially linear model, we adopt a bias-corrected empirical likelihood (BCEL) in this paper …

Persistent link: https://www.econbiz.de/10010572300

Semiparametric quantile regression estimation in dynamic models with partially varying coefficients

Cai, Zongwu; Xiao, Zhijie - In: Journal of Econometrics 167 (2012) 2, pp. 413-425

We study quantile regression estimation for dynamic models with partially varying coefficients so that the values of some coefficients may be functions of informative covariates. Estimation of both parametric and nonparametric functional coefficients are proposed. In particular, we propose a...

Persistent link: https://www.econbiz.de/10010574075

Estimating semiparametric panel data models by marginal integration

Qian, Junhui; Wang, Le - In: Journal of Econometrics 167 (2012) 2, pp. 483-493

We propose an alternative method for estimating the nonlinear component in semiparametric panel data models. Our method is based on marginal integration that allows us to recover the nonlinear component from an additive regression structure that results from the first differencing...

Persistent link: https://www.econbiz.de/10010574081

Functional coefficient regression models with time trend

Liang, Zhongwen; Li, Qi - In: Journal of Econometrics 170 (2012) 1, pp. 15-31

the smoothing parameters. In addition, we consider a partially linear time trend model and establish the asymptotic … distribution of our proposed estimator. Two test statistics are proposed to test the null hypotheses of a linear and of a partially … linear time trend models. Simulations are reported to examine the finite sample performances of the proposed estimators and …

Persistent link: https://www.econbiz.de/10010664705

Endogeneity quantile regression models: A control function approach

Lee, Sokbae - 2004

partially linear structure of the model. The first step consists of estimation of the residuals of the reduced-form equation for …

Persistent link: https://www.econbiz.de/10010318486

Semiparametric functional data analysis for longitudinal/clustered data: theory and application

Wang, Naisyin (contributor) - 2004

semiparametic models are to be studied. One is the partially linear model, where the parametric part is a linear function. We are to … investigate the two common estimation methods for the partially linear models when the data is correlated Â longitudinal or … study the proﬁlekernel and backﬁtting methods in partially linear models for clustered/longitudinal data. For independent …

Persistent link: https://www.econbiz.de/10009465181

Endogeneity in Quantile Regression Models: A Control Function Approach

Lee, Sokbae - Econometric Society - 2004

partially linear structure of the model. The first step consists of estimation of the residuals of the reduced-form equation for …

Persistent link: https://www.econbiz.de/10005130190

What price peace? A comprehensive approach to the specification and estimation of hedonic housing price models

Day, Brett; Bateman, Ian; Lake, Iain - 2003

Previous work on hedonic price functions tends to have focused on one of a number of specification and estimation issues; namely, market segmentation, choice of functional form, multicollinearity or spatial autocorrelation. The purpose of this paper is to bring together these various strands to...

Persistent link: https://www.econbiz.de/10010319038

Empirical likelihood inference for partially linear panel data models with fixed effects

Zhang, Junhua; Feng, Sanying; Li, Gaorong; Lian, Heng - In: Economics Letters 113 (2011) 2, pp. 165-167

We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects …

Persistent link: https://www.econbiz.de/10010572182

Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models

Wang, Xiuli; Li, Gaorong; Lin, Lu - In: Metrika 73 (2011) 2, pp. 171-185

Persistent link: https://www.econbiz.de/10008925328