Sieve estimation of panel data models with cross section dependence

By Liangjun Su, Sainan Jin. 2012

103 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/71f78ae8f99899ed517d83ed5f6ceaa4f7d71fd8

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. Xia Wang
3. Xun Lu
4. Sainan Jin
5. Jiti Gao
6. Degui Li
7. Jia Chen
8. Qihui Chen

Citations in the corpus

• A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks (2017, unknown): “1) then becomes the model proposed by Sun et al. (2009). This normalization technique is similar to the one employed by Cai (2007) and Chen et al.”
• Semiparametric Trending Panel Data Models with Cross-Sectional Dependence (2012, background): “Different sets of cross–sectional dependence conditions are discussed in some existing literature, such as Pesaran (2006), and Su and Jin (2011).”
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (2019, background): “Under various primitive conditions, one can propose the corresponding consistent estimator ̃k; see, for example, Su and Jin (2012). The procedure is standard and thus omitted.”
• TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (2013, background): “…(2006), Kapetanios and Pesaran (2007), and Pesaran and Tosetti (2011), which are applicable to heterogeneous panels but typically require certain rank conditions to estimate individual slopes.1 Su and Jin (2012) extend Pesaran (2006) to nonparametric regression with a multifactor error structure.”
• Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence (2015, unknown): “To estimate c0, extra information is needed (e.g. Assumption 1.ix in Su and Jin (2012)).”
• Determining the number of groups in latent panel structures with an application to income and democracy (2017, background): “The results in (i)-(ii) follow from Lemmas A.1(iv)-(v) in Su and Jin (2012).”
• Specification Test for Panel Data Models with Interactive Fixed Effects (2014, unknown): “…for factoraugmented panel regression, Pesaran and Tosetti (2011) for estimation of panel data models with a multifactor error structure and spatial error correlation, Su and Jin (2012) and Jin and Su (2012) for nonparametric estimation and test in panel data models with interactive fixed effects.”
• Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects (2016, unknown): “(2012), Su and Jin (2012), Su et al. (2015), among others.”