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

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.

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Main Authors:	SU, Liangjun, ULLAH, Aman
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 2006
Subjects:	Fixed effects Panel data Partially linear models Profile likelihood Econometrics Statistical Models
Online Access:	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
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Institution:	Singapore Management University
Language:	English

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spelling	sg-smu-ink.soe_research-29822017-08-08T09:52:40Z Profile likelihood estimation of partially linear panel data models with fixed effects SU, Liangjun ULLAH, Aman 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. 2006-05-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/1983 info:doi/10.1016/j.econlet.2006.01.019 https://ink.library.smu.edu.sg/context/soe_research/article/2982/viewcontent/1_s20_S0165176506000413_main.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Fixed effects Panel data Partially linear models Profile likelihood Econometrics Statistical Models
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Fixed effects Panel data Partially linear models Profile likelihood Econometrics Statistical Models
spellingShingle	Fixed effects Panel data Partially linear models Profile likelihood Econometrics Statistical Models SU, Liangjun ULLAH, Aman Profile likelihood estimation of partially linear panel data models with fixed effects
description	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.
format	text
author	SU, Liangjun ULLAH, Aman
author_facet	SU, Liangjun ULLAH, Aman
author_sort	SU, Liangjun
title	Profile likelihood estimation of partially linear panel data models with fixed effects
title_short	Profile likelihood estimation of partially linear panel data models with fixed effects
title_full	Profile likelihood estimation of partially linear panel data models with fixed effects
title_fullStr	Profile likelihood estimation of partially linear panel data models with fixed effects
title_full_unstemmed	Profile likelihood estimation of partially linear panel data models with fixed effects
title_sort	profile likelihood estimation of partially linear panel data models with fixed effects
publisher	Institutional Knowledge at Singapore Management University
publishDate	2006
url	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
_version_	1770573489735991296

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

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