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Nonparametric Additive Models For Panels Of Time Series

Citations

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Cited by:

  1. Marcella Cartledge & Luke Taylor, 2022. "Incentive pay and decision quality: evidence from NCAA football coaches," Applied Economics, Taylor & Francis Journals, vol. 54(30), pages 3505-3520, June.
  2. Ruiqi Liu & Ben Boukai & Zuofeng Shang, 2019. "Statistical Inference on Partially Linear Panel Model under Unobserved Linearity," Papers 1911.08830, arXiv.org.
  3. Michael Vogt & Oliver Linton, 2015. "Classification of nonparametric regression functions in heterogeneous panels," CeMMAP working papers CWP06/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Hu, Xuemei, 2017. "Semi-parametric inference for semi-varying coefficient panel data model with individual effects," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 262-281.
  5. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
  6. Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
  7. repec:hum:wpaper:sfb649dp2012-045 is not listed on IDEAS
  8. Su, Liangjun & Lu, Xun, 2013. "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, vol. 176(2), pages 112-133.
  9. Peter Pütz & Thomas Kneib, 2018. "A penalized spline estimator for fixed effects panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 145-166, April.
  10. Green, Carl & Long, Wei & Hsiao, Cheng, 2015. "Testing error serial correlation in fixed effects nonparametric panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 466-473.
  11. Juan Rodriguez-Poo & Alexandra Soberón, 2015. "Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study," Computational Statistics, Springer, vol. 30(3), pages 885-906, September.
  12. Boneva, Lena & Linton, Oliver & Vogt, Michael, 2015. "A semiparametric model for heterogeneous panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 327-345.
  13. Longhi, Christian & Musolesi, Antonio & Baumont, Catherine, 2014. "Modeling structural change in the European metropolitan areas during the process of economic integration," Economic Modelling, Elsevier, vol. 37(C), pages 395-407.
  14. Musolesi Antonio & Mazzanti Massimiliano, 2014. "Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 521-541, December.
  15. Mazzanti, Massimiliano & Musolesi, Antonio, 2013. "Nonlinearity, Heterogeneity and Unobserved Effects in the CO2-income Relation for Advanced Countries," Climate Change and Sustainable Development 162374, Fondazione Eni Enrico Mattei (FEEM).
  16. Peter Pütz & Thomas Kneib, 2016. "A Penalized Spline Estimator for Fixed Effects Panel Data Models," SOEPpapers on Multidisciplinary Panel Data Research 827, DIW Berlin, The German Socio-Economic Panel (SOEP).
  17. Qian, Junhui & Wang, Le, 2012. "Estimating semiparametric panel data models by marginal integration," Journal of Econometrics, Elsevier, vol. 167(2), pages 483-493.
  18. Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 928-955, November.
  19. Michael Vogt & Oliver Linton, 2017. "Classification of non-parametric regression functions in longitudinal data models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 5-27, January.
  20. Lin, Zhongjian & Li, Qi & Sun, Yiguo, 2014. "A consistent nonparametric test of parametric regression functional form in fixed effects panel data models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 167-179.
  21. Rodriguez-Poo, Juan M. & Soberón, Alexandra, 2015. "Nonparametric estimation of fixed effects panel data varying coefficient models," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 95-122.
  22. Mammen, Enno & Park, Byeong U. & Schienle, Melanie, 2012. "Additive models: Extensions and related models," SFB 649 Discussion Papers 2012-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  23. Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 315-330, July.
  24. Li, Cong & Liang, Zhongwen, 2015. "Asymptotics for nonparametric and semiparametric fixed effects panel models," Journal of Econometrics, Elsevier, vol. 185(2), pages 420-434.
  25. Liping Zhu & Jinhong You & Qunfang Xu, 2014. "Statistical Inference for Single-index Panel Data Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 830-843, September.
  26. Sun, Yiguo & Malikov, Emir, 2018. "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 203(2), pages 359-378.
  27. Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch & Vogt, Michael, 2021. "Calendar effect and in-sample forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 31-52.
  28. Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi, 2014. "Augmented and Unconstrained: revisiting the Regional Knowledge Production Function," SEEDS Working Papers 2414, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Aug 2014.
  29. Jia Chen & Degui Li & Jiti Gao, 2013. "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers 18/13, Monash University, Department of Econometrics and Business Statistics.
  30. Chen, Jia & Li, Degui & Xia, Yingcun, 2019. "Estimation of a rank-reduced functional-coefficient panel data model with serial correlation," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 456-479.
  31. Longhi, C. & Musolesi, A. & Baumont, C., 2013. "Modeling the industrial dynamics of the European metropolitan areas during the process of economic integration: a semiparametric approach," Working Papers 2013-10, Grenoble Applied Economics Laboratory (GAEL).
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