Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence

By Chaohua Dong, Jiti Gao, Bin Peng. 2015

49 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/057b198ab691518046d5a89d8b188b46ba22fd42

Citations in the corpus

• A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks (2017, unknown): “The use of this structure enables our model to capture the type of cross-sectional dependence discussed by Chen et al. (2012b) and Dong et al. (2015).”