Profile likelihood estimation of partially linear panel data models with fixed effects

• المؤلفون الرئيسيون: SU, Liangjun, ULLAH, Aman
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2006
• الموضوعات: Fixed effects; Panel data; Partially linear models; Profile likelihood; Econometrics; Statistical Models
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/1983; https://ink.library.smu.edu.sg/context/soe_research/article/2982/viewcontent/1_s20_S0165176506000413_main.pdf
• المؤسسة: Singapore Management University

We consider consistent estimation of partially linear panel data models with fixed effects. We propose profile-likelihood-based estimators for both the parametric and nonparametric components in the models and establish convergence rates and asymptotic normality for both estimators.