Statistical inference in a panel data semiparametric regression model with serially correlated errors

Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors

Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model with correlated errors with having Gaussian distribution is determined and the convergence ratio of estimator computed. To evaluate the wavelet th...

Spatial Correlation Testing for Errors in Panel Data Regression Model

To investigate the spatial error correlation in panel regression models, various statistical hypothesizes and testings have been proposed. This paper, within introduction to spatial panel data regression model, existence of spatial error correlation and random effects is investigated by a joint Lagrange Multiplier test, which simultaneously tests their existence. For this purpose, joint Lagrang...

Efficient Estimation in Panel Data Partially Additive Linear Model with Serially Correlated Errors

The partially linear additive model arises in many scientific endeavors. In this paper, we look at inference given panel data and a serially correlated error component structure. By combining polynomial spline series approximation with least squares and the estimation of correlation, we propose a weighted semiparametric least squares estimator (WSLSE) for the parametric components, and a weight...

Robust Inference for Regression with Spatially Correlated Errors

Statistical inference in dynamic panel data models

T.W. Anderson and his collaborators have made seminal contributions to inference with instrumental variables and to dynamic panel data models. We review these contributions and the extensive economic and statistical literature that these contributions spawned. We describe our recent work in these two areas, presenting new approaches to (a) making valid inferences in the presence of weak instrum...