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Estimation in single-index panel data models with heterogeneous link functions
Chen, Jia; Gao, Jiti; Li, Degui - In: Econometric reviews 32 (2013) 8, pp. 928-955
Persistent link: https://www.econbiz.de/10009758607
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A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg - In: Econometric reviews 24 (2005) 2, pp. 151-173
Persistent link: https://www.econbiz.de/10003002298
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Testing for serial correlation in fixed-effects panel data models
Born, Benjamin; Breitung, Jörg - In: Econometric reviews 35 (2016) 5/7, pp. 1290-1316
Persistent link: https://www.econbiz.de/10011591304
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Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua; Gao, Jiti - In: Econometric reviews 38 (2019) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
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Nonparametric localized bandwidth selection for Kernel density estimation
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - In: Econometric reviews 38 (2019) 7, pp. 733-762
Persistent link: https://www.econbiz.de/10012181352
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Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Econometric reviews 38 (2019) 8, pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
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Double filter instrumental variable estimation of panel data models with weakly exogenous variables
Hayakawa, Kazuhiko; Qi, Meng; Breitung, Jörg - In: Econometric reviews 38 (2019) 9, pp. 1055-1088
Persistent link: https://www.econbiz.de/10012181383
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On endogeneity and shape invariance in extended partially linear single index models
Gao, Jiti; Kim, Namhyun; Saart, Patrick W. - In: Econometric reviews 39 (2020) 4, pp. 415-435
Persistent link: https://www.econbiz.de/10012181434