Estimation and testing for panel data partially linear single-index models with errors correlated in space and time

Zhao, JQ; Zhao, YY; Lin, JG; Miao, ZX; Khaled, W

Zhao, YY (corresponding author), Nanjing Audit Univ, Dept Stat, Nanjing 211815, Peoples R China.

RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (2):

Abstract

We consider a panel data partially linear single-index models (PDPLSIM) with errors correlated in space and time. A serially correlated error structur......

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