A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis … well as an input-output data set. Cross-sectional dependence, nonlinear time trend, panel data, profile likelihood …

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 … the US from 1963-1992. Fixed effects, local linear smoothing, panel data, semiparametric estimation, single-index models. …

In this paper, we study semiparametric estimation for a single-index panel data model where the nonlinear link function … average variance estimation; panel data; semiparametric estimation; single-index models. …