NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES

By Enno Mammen, Bård Støve, Dag Tjøstheim. Econometric Theory, 2009

70 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/6e8ff1a0ded06bba5bc45dbddc261a5dda69f1cd

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Liangjun Su
2. Yiguo Sun
3. Xun Lu
4. Jiti Gao
5. Degui Li
6. Jia Chen
7. Antonio Musolesi
8. Sylvie Charlot

In Management Science and Operations Research

1. Liangjun Su
2. Xun Lu
3. Oliver B. Linton
4. Qi Li
5. Degui Li
6. Yiguo Sun
7. Sylvie Charlot
8. R. Crescenzi

Citations in the corpus

• Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects (2013, methodology): “Recent studies include those by Ullah and Roy (1998), Hjellvik, Chen, and Tjøstheim (2004), Cai and Li (2008), Henderson, Carroll, and Li (2008), Mammen, Støve, and Tjøstheim (2009), and Chen, Gao, and Li (2012).”
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (2014, methodology): “Mammen, StØve, and TjØstheim (2009) considered the fixed effects nonparametric additive model and showed that the kernel estimator is consistent also via the backfitting method.”
• Nonparametric dynamic panel data models: Kernel estimation and specification testing (2013, background): “1 is stronger than that in Theorem 1 of Mammen and Yu (2009) because we specify the exact probability order on the right hand side of (2.”
• Classification of non‐parametric regression functions in longitudinal data models (2017, background): “Most of the literature is based on the assumption that the regression function is the same across the observed individuals; see Ruckstuhl et al. (2000), Henderson et al. (2008) and Mammen et al. (2009) among many others.”
• Econometric modelling of the regional knowledge production function in Europe (2015, methodology): “…a feasible approach consists of estimating Kr;t ¼ Zt r þ f1ðRDr;tÞ þ f2ðHKr;tÞ þ ur;t directly by including the fixed effects parameters in the parametric part of the level equation, as in Mammen et al. (2009), Ordás Criado et al. (2011), Mazzanti and Musolesi (2014), and Longhi et al. (2014).”