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A semiparametric panel data model with common factors and spatial dependence
Soberon, Alexandra; Musolesi, Antonio; Rodríguez Poo, … - 2022
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013171085
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Panel nonparametric regression with fixed effects
Lee, Jungyoon; Robinson, Peter M. - In: Journal of econometrics 188 (2015) 2, pp. 346-362
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011503072
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Sparse covariance matrix estimation in high-dimensional deconvolution
Belomestny, Denis; Trabs, Mathias; Cybakov, Aleksandr B. - 2017
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012198572
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The smooth colonel and the reverend find common ground
Kiefer, Nicholas M.; Racine, Jeffrey - In: Econometric reviews 36 (2017) 1/3, pp. 241-256
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011795197
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A correlated random coefficient panel model with time-varying endogeneity
Laage, Louise - 2020 - This version: March 14, 2020
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012549898
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An alternative identification of nonlinear dynamic panel data models with unobserved covariates
Shiu, Ji-liang - In: Economics letters 122 (2014) 2, pp. 338-342
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010395679
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Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Čížek, Pavel; Lei, Jinghua - In: Journal of econometrics 203 (2018) 1, pp. 113-128
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011974624
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Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects
Čížek, Pavel; Lei, Jinghua - 2013
the context of panel data with a fixed number of time periods. The identification assumption is based on the correlated …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014151863
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Functional Coefficient Panel Modeling with Communal Smoothing Covariates
Phillips, Peter C. B. - 2019
communally by all individuals in the sample. To capture such behavioral features, we employ a functional coefficient panel model … in which certain communal covariates may jointly influence panel interactions by means of their impact on the model … coefficients. Two classes of estimation procedures are proposed, one based on station averaged data the other on the full panel …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012863610
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Inference on trending panel data
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 206 (2018) 2, pp. 282-304
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012110387