Search Results - subject:"Partially linear varying coefficient model"

Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors

Guo, Jing; Wang, Lei; Zhang, ZhengYu - In: Economic modelling 110 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013348383

Semiparametric estimation of partially linear varying coefficient models with time trend and nonstationary regressors

Gao, Yichen; Li, Zheng; Lin, Zhongjian - 2014

Persistent link: https://www.econbiz.de/10010408349

Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors

Mu, Beili; Zhang, Zhengyu - In: The econometrics journal 21 (2018) 2, pp. 218-246

Persistent link: https://www.econbiz.de/10012166615

Statistical inference of partially linear varying coefficient spatial autoregressive models

Wei, Chuanhua; Guo, Shuang; Zhai, Shufen - In: Economic modelling 64 (2017), pp. 553-559

Persistent link: https://www.econbiz.de/10011761310

Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition

Feng, Sanying; Xue, Liugen - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 121-140

In this paper, we consider the statistical inference for the partially liner varying coefficient model with measurement error in the nonparametric part when some prior information about the parametric part is available. The prior information is expressed in the form of exact linear restrictions....

Persistent link: https://www.econbiz.de/10011000055