Semiparametric Estimation and Inference for Trending I(D) and Related Processes

2007 ◽  
Author(s):  
Karim M. Abadir ◽  
Walter Distaso ◽  
Liudas Giraitis
Keyword(s):  
Semiparametric Estimation

Semiparametric Estimation for Index Copula Models

2014 ◽  
Author(s):  
Bingduo Yang ◽  
Yuhua Li ◽  
Peiqin Zhang
Keyword(s):  
Semiparametric Estimation ◽  
Copula Models

scholarly journals Semiparametric estimation for count data through weighted distributions

2009 ◽  
Vol 139 (10) ◽  
pp. 3625-3638 ◽  
Author(s):  
C.C. Kokonendji ◽  
T. Senga Kiessé ◽  
N. Balakrishnan
Keyword(s):  
Count Data ◽  
Semiparametric Estimation ◽  
Weighted Distributions

Fitting partially linear functional-coefficient panel-data models with Stata

2020 ◽  
Vol 20 (4) ◽  
pp. 976-998
Author(s):  
Kerui Du ◽  
Yonghui Zhang ◽  
Qiankun Zhou
Keyword(s):  
Monte Carlo ◽  
Panel Data ◽  
Fixed Effects ◽  
Linear Functional ◽  
Semiparametric Estimation ◽  
Data Models ◽  
Panel Data Models ◽  
Panel Models ◽  
Partially Linear ◽  
Functional Coefficient

In this article, we describe the implementation of fitting partially linear functional-coefficient panel models with fixed effects proposed by An, Hsiao, and Li [2016, Semiparametric estimation of partially linear varying coefficient panel data models in Essays in Honor of Aman Ullah ( Advances in Econometrics, Volume 36)] and Zhang and Zhou (Forthcoming, Econometric Reviews). Three new commands xtplfc, ivxtplfc, and xtdplfc are introduced and illustrated through Monte Carlo simulations to exemplify the effectiveness of these estimators.

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