This paper studies robust inference for linear panel models with fixed effects in the presence of heteroskedasticity …

In this paper, we consider a semiparametric single index panel data model with cross-sectional dependence, high …

A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …

In this paper, we consider a partially linear panel data model with cross-sectional dependence and non …

panel data models. In particular, we focus on two types of modelling frameworks: nonparametric and semiparametric panel data … models with deterministic trends, and semiparametric single-index panel data models with individual effects. We also review … models. The time series length and cross-sectional size in this article are allowed to be very large, under which the panel …

In this paper, we study a class of high dimensional moment restriction panel data models with interactive effects … size. This is a very general framework and includes many existing linear and nonlinear panel data models as special cases …

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity … typically observed in the long-panel literature without kernel smoothing. We also consider a split-panel jackknife method to …

characterize nonstationarity and trending phenomenon in nonlinear panel data analysis. We develop two methods to estimate the trend … the trend function and the coefficient function. The asymptotic theory for this approach reveals that although the … is motivated by a least squares dummy variable method proposed in parametric panel data analysis. This method removes the …

In this paper, we propose a single-index panel data model with unobserved multiple interactive fixed effects. This …