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Profile-kernel likelihood inference with diverging number of parameters. (2008). Fan, Jianqing ; Lam, Clifford.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:31548.

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Cited: 30

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  2. Identifying latent group structures in nonlinear panels. (2021). Su, Liangjun ; Wang, Wuyi.
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  4. Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models. (2019). Yang, Weiming ; Hu, Xuemei.
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  5. Identifying latent grouped patterns in panel data models with interactive fixed effects. (2018). Su, Liangjun.
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  6. Exponentially tilted likelihood inference on growing dimensional unconditional moment models. (2018). Tang, Niansheng ; Zhao, Puying ; Yan, Xiaodong.
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  7. Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random. (2018). Liang, Han-Ying ; Shen, YU.
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  8. Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models. (2017). Li, Yujie ; Tong, Tiejun ; Lian, Heng.
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  9. Semi-parametric inference for semi-varying coefficient panel data model with individual effects. (2017). Hu, Xuemei.
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  10. Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors. (2016). Fan, Guo-Liang ; Shen, YU ; Liang, Han-Ying.
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  11. Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso. (2016). Su, Liangjun ; Qian, Junhui.
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  12. Shrinkage estimation of dynamic panel data models with interactive fixed effects. (2016). Su, Liangjun ; Lu, Xun.
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  13. Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models. (2015). Lian, Heng ; Zhao, Kaifeng ; Meng, Jie.
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  14. Jackknife model averaging for quantile regressions. (2015). Su, Liangjun ; Lu, Xun.
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  16. Varying Coefficient Regression Models: A Review and New Developments. (2015). Park, Byeong U ; Lee, Eun Ryung ; Mammen, Enno.
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  18. Robust variable selection for nonlinear models with diverging number of parameters. (2014). Zhu, Huiming ; Lv, Zhike, ; Yu, Keming.
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  19. SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME-SERIES PARTIALLY LINEAR MODELS. (2014). Li, Degao ; You, Jinhong.
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  20. B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data. (2013). Qingguo, Tang .
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  21. Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components. (2013). Lai, Peng ; Wang, Lichun ; Lian, Heng.
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  24. Component Selection in the Additive Regression Model. (2013). Zhu, Lixing ; Peng, Heng ; CUI, XIA ; Wen, Songqiao.
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  25. Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters. (2012). Lee, Sangin ; Kim, Yongdai ; Kwon, Sunghoon .
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  26. Asymptotic efficiency of ridge estimator in linear and semiparametric linear models. (2012). Luo, June .
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  27. Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters. (2012). Zhu, Lixing ; Li, Gao Rong ; Lin, LU.
    In: Journal of Multivariate Analysis.
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  28. A profile-type smoothed score function for a varying coefficient partially linear model. (2011). Li, Gao Rong ; Feng, Sanying ; Peng, Heng.
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  29. Nonparametric stochastic frontier estimation via profile. (2010). Martins-Filho, Carlos ; Yao, Feng.
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  30. Variable selection in partially time-varying coefficient models. (2009). Li, Degui ; Lin, Zhengyan ; Chen, Jia.
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  37. Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model. (2006). Chen, Gemai ; You, Jinhong.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:97:y:2006:i:2:p:324-341.

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  38. Estimation in partially linear models and numerical comparisons. (2006). Liang, Hua.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:50:y:2006:i:3:p:675-687.

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  39. Instrumental regression in partially linear models. (2006). Van Bellegem, Sebastien ; Johannes, Jan ; FLORENS, Jean-Pierre.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2006025.

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  40. Estimation in semiparametric spatial regression. (2005). GAO, Jiti ; Tjostheim, Dag ; Lu, Zudi.
    In: MPRA Paper.
    RePEc:pra:mprapa:11979.

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  41. Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration. (2005). Yang, Lijian ; Härdle, Wolfgang ; Park, Byeong U. ; Hardle, Wolfgang ; Xue, Lan.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-047.

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  42. The law of iterated logarithm of estimators for partially linear panel data models. (2005). You, Jinhong ; Zhou, Xian.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:75:y:2005:i:4:p:267-279.

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  43. Testing heteroscedasticity in partially linear regression models. (2005). Chen, Gemai ; You, Jinhong.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:73:y:2005:i:1:p:61-70.

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  44. Kernel estimation of a partially linear additive model. (2005). Zerom, Dawit ; Manzan, Sebastiano .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:72:y:2005:i:4:p:313-322.

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  45. Nonparametric and semiparametric regression model selection. (2004). Tong, Howell ; GAO, Jiti.
    In: MPRA Paper.
    RePEc:pra:mprapa:11987.

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  46. An efficient marginal integration estimator of a semiparametric additive modelling. (2004). Moral, Ignacio ; Rodriguez-Poo, Juan M..
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:69:y:2004:i:4:p:451-463.

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  47. Estimation in semiparametric spatial regression. (2003). GAO, Jiti ; Tjostheim, Dag ; Lu, Zudi.
    In: MPRA Paper.
    RePEc:pra:mprapa:11971.

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  48. Dividends and the Agency Cost of Free Cash Flows.. (2003). Raul Sergio Gonzalez Treviño, .
    In: Ensayos Revista de Economia.
    RePEc:ere:journl:v:xxii:y:2003:i:1:p:1-18.

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  49. Disentangling the effects of morbidity and life expectancy on labor market outcomes. (2002). Auld, M. Christopher.
    In: Health Economics.
    RePEc:wly:hlthec:v:11:y:2002:i:6:p:471-483.

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  50. Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency. (2001). GAO, Jiti ; Heyde, christopher ; Anh, VO.
    In: MPRA Paper.
    RePEc:pra:mprapa:11972.

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