Showing econ.EMShow all
3 papers · 1 filter
econ.EM2026
Estimating Semiparametric and Nonparametric Fixed Effects Panel Data Models with mgcv
Ivan Korolev
This paper provides a practical guide to estimating semiparametric and nonparametric fixed-effects panel data models using the mgcv package in R. The focus is implementation: handl…
econ.EM2019
A Consistent LM Type Specification Test for Semiparametric Panel Data Models
Ivan Korolev
This paper develops a consistent series-based specification test for semiparametric panel data models with fixed effects. The test statistic resembles the Lagrange Multiplier (LM)…
econ.EM2018
LM-BIC Model Selection in Semiparametric Models
Ivan Korolev
This paper studies model selection in semiparametric econometric models. It develops a consistent series-based model selection procedure based on a Bayesian Information Criterion (…