Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence
Year of publication: |
2014
|
---|---|
Authors: | Chen, Jia ; Gao, Jiti |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Cross-sectional dependence | fixed effects | large panel | local linear fitting | penalty function | profile likelihood | semiparametric regression |
-
Chen, Jia, (2014)
-
Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia, (2012)
-
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
Chen, Jia, (2011)
- More ...
-
Non- and Semi-Parametric Panel Data Models: A Selective Review
Chen, Jia, (2013)
-
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
Chen, Jia, (2011)
-
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects
Chen, Jia, (2011)
- More ...