Partially Linear Single-Index Regression Models

Chaohua Dong and Jiti Gao ()
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Chaohua Dong: Zhongnan University of Economics and Law
Jiti Gao: Monash University

Chapter Chapter 5 in Modern Series Methods in Econometrics and Statistics, 2025, pp 103-140 from Springer

Abstract: Abstract Partially linear single-index regression models and single-index models are investigated in this chapter. We discuss identifiability issues for such models, and traditional estimation methods. On top of that, we show the series estimation methods in such models where there are nonstationary data involved, followed by Monte Carlo simulations and an empirical study.

Date: 2025
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DOI: 10.1007/978-981-96-2822-3_5

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