2 papers
econ.EM2021
Bi-integrative analysis of two-dimensional heterogeneous panel data model
Wei Wang, Xiaodong Yan, Yanyan Ren +1
Heterogeneous panel data models that allow the coefficients to vary across individuals and/or change over time have received increasingly more attention in statistics and econometr…
math.ST2017
Exponentially tilted likelihood inference on growing dimensional unconditional moment models
Nian-Sheng Tang, Xiao-Dong Yan, Pu-Ying Zhao
Growing-dimensional data with likelihood unavailable are often encountered in various fields. This paper presents a penalized exponentially tilted likelihood (PETL) for variable se…