In a heteroskedastic partially linear regression model, You and Chen (Technical Report, Department of Mathematics and Statistics, University of Regina, 2000) proposed a semiparametric generalized least squares estimator (SGLSE). In this paper, a jackknife-type estimator of the asymptotic...

Nonparametric smoothings are useful tool to model longitudinal data. In this paper we study the estimating problem of longitudinal nonparametric additive regression models. A two-stage efficient approach is developed to estimate the unknown additive components. We show the resulted estimators...

Partially linear regression models with fixed effects are useful tools for making econometric analyses and normalizing microarray data. Baltagi and Li (2002) [7] proposed a computation friendly difference-based series estimation (DSE) for them. We show that the DSE is not asymptotically...