Optimal smoothing in single index models
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- Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Monash Econometrics and Business Statistics Working Papers 12/11, Monash University, Department of Econometrics and Business Statistics.
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- Linton, Oliver, 1995.
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- Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008.
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- Jiti Gao & Hua Liang, 1997. "Statistical Inference in Single-Index and Partially Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 493-517, September.
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- Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Qiang Chen & Lu Lin & Lixing Zhu, 2010. "Bias-corrected smoothed score function for single-index models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(1), pages 45-58, January.
- 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.
- Gutierrez, Roberto G. & Carroll, Raymond J., 1995. "Plug-in semiparametric estimating equations," SFB 373 Discussion Papers 1997,13, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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