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Nonparametric trending regression with cross-sectional dependence
Citations
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Cited by:
- Su, Liangjun & Wang, Xia, 2017. "On time-varying factor models: Estimation and testing," Journal of Econometrics, Elsevier, vol. 198(1), pages 84-101.
- Robinson, Peter M. & Velasco, Carlos, 2015.
"Efficient inference on fractionally integrated panel data models with fixed effects,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 435-452.
- Robinson, Peter M. & Velasco, Carlos, 2013. "Efficient inference on fractionally integrated panel data models with fixed effects," LSE Research Online Documents on Economics 58063, London School of Economics and Political Science, LSE Library.
- Robinson, Peter M. & Velasco, Carlos, 2015. "Efficient inference on fractionally integrated panel data models with fixed effects," LSE Research Online Documents on Economics 60795, London School of Economics and Political Science, LSE Library.
- Peter M Robinson & Carlos Velasco, 2013. "Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects," STICERD - Econometrics Paper Series 567, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Jungyoon Lee & Peter M Robinson, 2013. "Panel Nonparametric Regression with Fixed Effects," STICERD - Econometrics Paper Series 569, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
- Gao, Jiti & Robinson, Peter M., 2014. "Inference on nonstationary time series with moving mean," LSE Research Online Documents on Economics 66509, London School of Economics and Political Science, LSE Library.
- Chen, Jia & Gao, Jiti & Li, Degui, 2012.
"Semiparametric trending panel data models with cross-sectional dependence,"
Journal of Econometrics, Elsevier, vol. 171(1), pages 71-85.
- Jia Chen & Jiti Gao & Degui Li, 2010. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers 2010-10, University of Adelaide, School of Economics and Public Policy.
- Jia Chen & Jiti Gao & Degui Li, 2011. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/11, Monash University, Department of Econometrics and Business Statistics.
- Ke Zhu, 2018. "Statistical inference for autoregressive models under heteroscedasticity of unknown form," Papers 1804.02348, arXiv.org, revised Aug 2018.
- Lee, Jungyoon & Robinson, Peter M., 2013. "Panel nonparametric regression with fixed effects," LSE Research Online Documents on Economics 58175, London School of Economics and Political Science, LSE Library.
- Xuan Liang & Jiti Gao & Xiaodong Gong, 2022.
"Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1784-1802, October.
- Xuan Liang & Jiti Gao & Xiaodong Gong, 2021. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Monash Econometrics and Business Statistics Working Papers 5/21, Monash University, Department of Econometrics and Business Statistics.
- Xuan, Liang & Jiti, Gao & xiaodong, Gong, 2021. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," MPRA Paper 108497, University Library of Munich, Germany, revised 30 May 2021.
- Robinson, Peter M. & Velasco, Carlos, 2018.
"Inference on trending panel data,"
Journal of Econometrics, Elsevier, vol. 206(2), pages 282-304.
- Robinson, Peter & Velasco, Carlos, 2018. "Inference on trending panel data," LSE Research Online Documents on Economics 89192, London School of Economics and Political Science, LSE Library.
- Gao, Jiti & Robinson, Peter M., 2016.
"Inference On Nonstationary Time Series With Moving Mean,"
Econometric Theory, Cambridge University Press, vol. 32(2), pages 431-457, April.
- Jiti Gao & Peter M. Robinson, 2013. "Inference on Nonstationary Time Series with Moving Mean," Monash Econometrics and Business Statistics Working Papers 15/13, Monash University, Department of Econometrics and Business Statistics.
- Chen, Zhihong & Xia, Huizhu, 2020. "Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve," Economic Modelling, Elsevier, vol. 93(C), pages 595-604.
- Jia Chen, 2019.
"Estimating latent group structure in time-varying coefficient panel data models,"
The Econometrics Journal, Royal Economic Society, vol. 22(3), pages 223-240.
- Jia Chen, 2018. "Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models," Discussion Papers 18/15, Department of Economics, University of York.
- Lee, Jungyoon & Robinson, Peter M., 2015. "Panel nonparametric regression with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 346-362.
- Phillips, Peter C.B. & Wang, Ying, 2022.
"Functional coefficient panel modeling with communal smoothing covariates,"
Journal of Econometrics, Elsevier, vol. 227(2), pages 371-407.
- Peter C.B. Phillips & Ying Wang, 2019. "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," Cowles Foundation Discussion Papers 2193, Cowles Foundation for Research in Economics, Yale University.
- Fei Liu & Jiti Gao & Yanrong Yang, 2020. "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers 42/20, Monash University, Department of Econometrics and Business Statistics.
- Jia Chen & Jiti Gao, 2014. "Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/14, Monash University, Department of Econometrics and Business Statistics.
- Lee, Jungyoon & Robinson, Peter, 2015. "Panel nonparametric regression with fixed effects," LSE Research Online Documents on Economics 61431, London School of Economics and Political Science, LSE Library.
- Huazhen Lin & Hyokyoung G. Hong & Baoying Yang & Wei Liu & Yong Zhang & Gang-Zhi Fan & Yi Li, 2019. "Nonparametric Time-Varying Coefficient Models for Panel Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 11(3), pages 548-566, December.
- Jiti Gao & Kai Xia, 2017.
"Heterogeneous panel data models with cross-sectional dependence,"
Monash Econometrics and Business Statistics Working Papers
16/17, Monash University, Department of Econometrics and Business Statistics.
- Jiti Gao & Kai Xia & Huanjun Zhu, 2019. "Heterogeneous Panel Data Models with Cross-Sectional Dependence," Working Papers 2019-07-09, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E. & Voulgaris, Georgios, 2021. "Accounting conservatism and corporate social responsibility," The British Accounting Review, Elsevier, vol. 53(4).
- Chen, Bin & Huang, Liquan, 2018. "Nonparametric testing for smooth structural changes in panel data models," Journal of Econometrics, Elsevier, vol. 202(2), pages 245-267.
- repec:cep:stiecm:/2013/569 is not listed on IDEAS
- Gao, Jiti & Xia, Kai & Zhu, Huanjun, 2020. "Heterogeneous panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 219(2), pages 329-353.
- Jia Chen & Degui Li & Jiti Gao, 2013. "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers 18/13, Monash University, Department of Econometrics and Business Statistics.
- Hua Liu & Youquan Pei & Qunfang Xu, 2020. "Estimation for varying coefficient panel data model with cross-sectional dependence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(3), pages 377-410, April.
- Marina Khismatullina & Michael Vogt, 2022. "Multiscale Comparison of Nonparametric Trend Curves," Papers 2209.10841, arXiv.org.