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Statistical inference in a panel data semiparametric regression model with serially correlated errors

โœ Scribed by Jinhong You; Xian Zhou

Book ID
108185457
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
289 KB
Volume
97
Category
Article
ISSN
0047-259X

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๐Ÿ“œ SIMILAR VOLUMES

On inference for a semiparametric partia
On inference for a semiparametric partially linear regression model with serially correlated errors
โœ Jinhong You; Gemai Chen ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› John Wiley and Sons ๐ŸŒ French โš– 980 KB

## Abstract The authors consider a semiparametric partially linear regression model with serially correlated errors. They propose a new way of estimating the error structure which has the advantage that it does not involve any nonparametric estimation. This allows them to develop an inference proce