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Schätzen und Testen in semiparametrischen partiell linearen Modellen für die Paneldatenanalyse

  • König, Anja
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    File URL: http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-208.pdf
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    Paper provided by Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät in its series Hannover Economic Papers (HEP) with number dp-208.

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    Length: 54 pages
    Date of creation: Nov 1997
    Date of revision:
    Handle: RePEc:han:dpaper:dp-208
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    1. HÄRDLE, Wolfgang, 1992. "Applied nonparametric methods," CORE Discussion Papers 1992003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Li, Qi & Stengos, Thanasis, 1996. "Semiparametric estimation of partially linear panel data models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 389-397.
    3. Li, Q. & Stengos, T., 1992. "Root-N-Consistent Semiparametric Estimation of a Dynamic Panel Data Model," Working Papers 1992-08, University of Guelph, Department of Economics and Finance.
    4. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
    5. Rilstone, Paul, 1991. "Nonparametric Hypothesis Testing with Parametric Rates of Convergence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(1), pages 209-27, February.
    6. Breusch, T S & Pagan, A R, 1980. "The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 239-53, January.
    7. Baltagi, Badi H. & Hidalgo, Javier & Li, Qi, 1996. "A nonparametric test for poolability using panel data," Journal of Econometrics, Elsevier, vol. 75(2), pages 345-367, December.
    8. Durbin, J, 1970. "Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables," Econometrica, Econometric Society, vol. 38(3), pages 410-21, May.
    9. Haerdle,Wolfgang & Stoker,Thomas, 1987. "Investigations smooth multiple regression by the method of average derivatives," Discussion Paper Serie A 107, University of Bonn, Germany.
    10. Oliver LINTON, . "Applied nonparametric methods," Statistic und Oekonometrie 9312, Humboldt Universitaet Berlin.
    11. Horowitz, Joel & Hardle, Wolfgang, 1994. "Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates," Working Papers 94-22, University of Iowa, Department of Economics.
    12. Li, Wei, 1996. "Asymptotic equivalence of estimators of average derivatives," Economics Letters, Elsevier, vol. 52(3), pages 241-245, September.
    13. Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, vol. 53(5), pages 1047-70, September.
    14. Li, Q. & Hsiao, C., 1998. "Testing serial correlation in semiparametric panel data models," Journal of Econometrics, Elsevier, vol. 87(2), pages 207-237, September.
    15. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-54, July.
    16. repec:cup:etheor:v:11:y:1995:i:4:p:671-98 is not listed on IDEAS
    17. Li, Q., 1994. "A Consistent Test for Linearity in Partially Linear Regression Models," Working Papers 1994-7, University of Guelph, Department of Economics and Finance.
    18. Tauchen, George, 1985. "Diagnostic testing and evaluation of maximum likelihood models," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 415-443.
    19. Hidalgo, Javier, 1995. "A Nonparametric Conditional Moment Test for Structural Stability," Econometric Theory, Cambridge University Press, vol. 11(04), pages 671-698, August.
    20. Yatchew, A., 1997. "An elementary estimator of the partial linear model," Economics Letters, Elsevier, vol. 57(2), pages 135-143, December.
    21. Ai, Chunrong & McFadden, Daniel, 1997. "Estimation of some partially specified nonlinear models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 1-37.
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