Estimation in a semi-varying coefficient model for panel data with fixed effects

被引：11
|
作者：
Hu Xuemei [1 ,2 ]
机构：
[1] Chongqing Technol & Business Univ, Sch Math & Stat, Chongqing 400067, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
来源：
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2014年 / 27卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Fixed effect; profile likelihood; semi-varying coefficient model for panel data; PARTIALLY LINEAR-MODELS; EFFICIENT ESTIMATION; NONPARAMETRIC-ESTIMATION;
D O I：
10.1007/s11424-014-2263-1
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
This paper considers a semi-varying coefficient model for panel data with fixed effects, proposes the profile-likelihood-based estimators for the parametric and nonparametric components, and establishes convergence rates and asymptotic normality properties for both estimators. Simulation results show that the proposed estimators behave well in finite sample cases.
引用
收藏
页码：594 / 604
页数：11
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