Semiparametric estimation of fixed-effects panel data varying coefficient models

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Semiparametric Trending Panel Data Models with Cross-Sectional Dependence (2012, methodology): “Hence, we use an extension of the conventional leave–one–out cross validation method, which is proposed by Sun et al (2009) and is called leave–one–unit–out cross validation method.”
Sovereign bond yield spreads: A time-varying coefficient approach (2012, methodology): “Our model is based on Sun et al. (2009), who develop a semiparametric fixed effects panel data model with varying coefficients using a local linear regression approach.”
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects (2013, background): “KEY WORDS: Local linear smoothing; Panel data; Semiparametric estimation; Single-index model.”
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks (2017, background): “To remove the impacts of fixed effects, some studies assume that ∑N i=1wi = 0 (c.f. Sun et al. (2009), Su and Ullah (2011) and Chen et al. (2013)); some studies propose to take the first difference (c.f. Rodriguez-Poo and Soberon (2014)); and others assume that wi has mean 0 and is uncorrelated…”