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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.

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Partially Linear Single-Index Regression Models

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  • 发表日期：

    2025年

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  • Chaohua Dong,
  • Jiti Gao

摘要

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.