数学
经验似然
估计员
面板数据
固定效应模型
非参数统计
统计
渐近分布
样本量测定
参数统计
应用数学
计量经济学
作者
Bin He,Xing-Jian Hong,Guoguang Fan
标识
DOI:10.1016/j.spl.2016.11.021
摘要
In this article, we consider a partially linear panel data models with fixed effects. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to partially linear panel data models with fixed effects, and prove a nonparametric version of Wilks’ theorem which can be used to construct the confidence region for the parametric. By the block empirical likelihood ratio function, the maximum empirical likelihood estimator of the parameter is defined and the asymptotic normality is shown. A simulation study and a real data application are undertaken to assess the finite sample performance of our proposed method.
科研通智能强力驱动
Strongly Powered by AbleSci AI