“...We consider a model with both a parametric global trend and a nonparametric local trend. This model may be of interest in a number of applications in...”

“...Errors‐in‐variables (EIV) regression is widely used in econometric models. The statistical analysis becomes challenging when the regression function is...”

“...This paper investigates the variation in the effects of various determinants on the per capita health‐care expenditure. A total of 28 Organisation for Economic...”

“...In this paper, we consider a semiparametric single-index panel data model with cross-sectional dependence and stationarity. Meanwhile, we allow fixed effects...”

“...In this article, we develop a series estimation method for unknown time-inhomogeneous functionals of Lévy processes involved in econometric time series models...”

“...Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and...”

“...In this paper, we introduce a regime switching panel data model with interactive fixed effects. We propose a maximum likelihood estimation method and develop...”

“...This paper studies nonlinear cointegrating models with time-varying coefficients and multiple nonstationary regressors using classic kernel smoothing methods...”

“...In this article, the usefulness of the extended generalized partially linear single-index (EGPLSI) model introduced by Xia et al. in its ability to model a...”

“...We propose a categorical time-varying coefficient translog cost function, where each coefficient is expressed as a nonparametric function of a categorical time...”