Estimation in single-index panel data models with heterogeneous link functions [electronic resource]...
Estimation in single-index panel data models with heterogeneous link functions [electronic resource] / Jia Chen, Jiti Gao, and Degui Li.
About this item
Full title
Author / Creator
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2010.
Date
2010.
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MMS ID
Language
English
Formats
Publication information
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2010.
Series
Place of Publication
South Australia
Date Published
2010.
Subjects
More information
Scope and Contents
Summary
In this paper, we study semiparametric estimation for a single index panel data model where the nonlinear link function varies among the individuals. We propose using the so called refined minimum average variance estimation based on a local linear smoothing method to estimate both the parameters in the single index and the average link function....
Alternative Titles
Full title
Estimation in single-index panel data models with heterogeneous link functions [electronic resource] / Jia Chen, Jiti Gao, and Degui Li.
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
Research paper / University of Adelaide, School of Economics ; no. 2010-09.
Title from title screen (viewed on Sept. 14, 2011)
"May 2010".
Includes bibliographical references (p. 31-32)
System details note
Mode of access: Internet via World Wide Web. Address as at 14/09/2011: http://www.economics.adelaide.edu.au/research/papers/
System requirements: Adobe Acrobat reader to access the document in PDF.
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Other version (online)
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Primary Identifiers
Record Identifier
74VvKBlqxp3M
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvKBlqxp3M
Other Identifiers
DDC
330.015195
MMS ID
991007960479702626
