Efficient estimation of partially linear varying coefficient models
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DOI: 10.1016/j.econlet.2013.07.010
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References listed on IDEAS
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Cited by:
- Fan, Guo-Liang & Liang, Han-Ying & Shen, Yu, 2016. "Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 183-201.
- Yan-Ting Xiao & Fu-Xiao Li, 2020. "Estimation in partially linear varying-coefficient errors-in-variables models with missing response variables," Computational Statistics, Springer, vol. 35(4), pages 1637-1658, December.
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More about this item
Keywords
Partially linear; Varying coefficient; Semiparametric method; Efficient estimation; Simulation;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
Statistics
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