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Asymptotic distribution
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local linear smoother
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minimum average variance estimation
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panel data
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single-index models
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Gao, Jiti
Cenedese, Gino
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Sarno, Lucio
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Tsiakas, Ilias
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Department of Econometrics and Business Statistics, Monash Business School
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Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
Chen, Jia
;
Gao, Jiti
;
Li, Degui
-
Department of Econometrics and Business Statistics, …
-
2011
varies among the individuals. We propose using the refined minimum
average
variance
estimation method to estimate the …
Persistent link: https://www.econbiz.de/10009318805
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