Showing 1 - 10 of 108
In this paper, we consider a partially linear panel data model with cross-sectional dependence and non …
Persistent link: https://www.econbiz.de/10011262825
In this paper, we consider a semiparametric single index panel data mode with cross-sectional dependence, high …
Persistent link: https://www.econbiz.de/10010958943
In this paper, we consider a model selection issue in semiparametric panel data models with fixed effects. The …
Persistent link: https://www.econbiz.de/10010958955
In this paper, we study semiparametric estimation for a single-index panel data model where the nonlinear link function …
Persistent link: https://www.econbiz.de/10009318805
In this paper, we consider semiparametric estimation in a partially linear single-index panel data model with fixed … obtained in the random effects case. In addition, we study several partially linear single-index dynamic panel data models. The …
Persistent link: https://www.econbiz.de/10009318807
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …
Persistent link: https://www.econbiz.de/10009318812
We study methods for constructing confidence intervals, and confidence bands, for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic itself or its variance. We show that...
Persistent link: https://www.econbiz.de/10005427623
A partially linear model is often estimated in a two-stage procedure, which involves estimating the nonlinear component conditional on initially estimated linear coefficients. We propose a sampling procedure that aims to simultaneously estimate the linear coefficients and bandwidths involved in...
Persistent link: https://www.econbiz.de/10011105011
This paper is motivated by our attempt to answer an empirical question: how is private health insurance take-up in Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference de-convolution kernel estimator for the location and size...
Persistent link: https://www.econbiz.de/10011262824
method and establish an asymptotic theory for the proposed estimator. A by-product of this bandwidth estimate is a new …
Persistent link: https://www.econbiz.de/10010958940