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: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2006
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| Subjects: | |
| 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 |