Semiparametric Smooth Coefficient Models

By Qi Li, Cliff C. J. Huang, Dong Li, Tsu-Tan Fu. 2002

307 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/295ad3c0261f6519b34a2305ac2fe0cd942888e9

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In Economics and Econometrics

In Management Science and Operations Research

Citations in the corpus

Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models (2017, background): “Model (2.1) nests a standard smooth coefficient model with strictly exogenous covariates (Cai et al., 2000; Li et al., 2002) as a special case when ρ(zi) = 0 for all i, which implies no spatial interaction in the outcome variable yi.”
Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model (2006, methodology): “[26], Fan and Huang [13], Zhou and You [39] and so on.”
Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (2013, unknown): “More details see Huang et al. (2002) and Wang et al. (2008).”
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks (2017, methodology): “1 gives the rate of convergence for λ̂, which is consistent with the rate shown by Li et al. (2013) for the cross-sectional case.”
Nonlinearities and heterogeneity in environmental quality: An empirical analysis of deforestation (2007, methodology): “percentile from a standard normal distribution. Li et al. (2002) examine the finite sample”
Profile likelihood inferences on semiparametric varying-coefficient partially linear models (2005, methodology): “This is an extension of the varying-coefficient model, and has recently been studied by Zhang et al. (2002) and Li et al. (2002).”
Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach (2006, methodology): “They are then used to redefine the dependent variable and return to the simple smooth coefficient environment of Fan and Zhang (1999) and Li et al. (2002) in equation (12):6 YŁi D Ĥi Vi C uŁi 12 where YŁ and uŁ denote the redefined dependent variable and error term.”