Semiparametric trending panel data models with cross-sectional dependence

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

M. Hashem Pesaran · Econometrica · 2006 · 4.8K citations

Social Sciences, Biostatistics, Economics +17

Martingale Limit Theory and its Application.

R. M. Loynes, Peter Hall, C. C. Heyde · Journal of the Royal Statistical Society Series A (General) · 1984 · 2.8K citations · Full text

Engineering, Economics, Mathematics +12

Linear Regression Limit Theory for Nonstationary Panel Data

Peter C.B. Phillips, Hyungsik Roger Moon · Econometrica · 1999 · 1.4K citations

Social Sciences, Economics, Econometrics +15

Local Polynomial Modelling and its Applications

Karen A. F. Copeland · Journal of Quality Technology · 1997 · 1.2K citations

Natural Sciences, Computer Science, Mathematics +4

Profile likelihood inferences on semiparametric varying-coefficient partially linear models

Jianqing Fan, Tao Huang · Bernoulli · 2005 · 685 citations · Full text

Natural Sciences, Biostatistics, Econometrics +16