Zhu, Liping; You, Jinhong; Xu, Qunfang - In: Scandinavian Journal of Statistics 41 (2014) 3, pp. 830-843
type="main" xml:id="sjos12067-abs-0001" <title type="main">Abstract</title>We study estimation and hypothesis testing in single-index panel data models with individual effects. Through regressing the individual effects on the covariates linearly, we convert the estimation problem in single-index panel data models to that...
