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

DOI10.1016/j.econlet.2006.01.019zbMath1255.62385OpenAlexW2169314704MaRDI QIDQ1929379

Aman Ullah, Liangjun Su

Publication date: 8 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1983

zbMATH Keywords

fixed effectspanel dataprofile likelihoodpartially linear models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Point estimation (62F10)

Related Items (47)

Estimation of partially linear panel data models with cross-sectional dependence ⋮ An empirical likelihood check with varying coefficient fixed effect model with panel data ⋮ Model detection and estimation for varying coefficient panel data models with fixed effects ⋮ Test for the covariance matrix in time-varying coefficients panel data models with fixed effects ⋮ Nonparametric estimation and testing of fixed effects panel data models ⋮ Testing for common trends in semi‐parametric panel data models with fixed effects ⋮ Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects ⋮ Nonparametric fixed effects model for panel data with locally stationary regressors ⋮ Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects ⋮ Asymptotic properties of the estimators of the semi-parametric spatial regression model ⋮ NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS ⋮ Empirical likelihood based inference for varying coefficient panel data models with fixed effect ⋮ Semiparametric estimation of fixed effects panel data single-index model ⋮ Nonparametric estimation of the marginal effect in fixed-effect panel data models ⋮ Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity ⋮ Estimation and testing for panel data partially linear single-index models with errors correlated in space and time ⋮ Empirical likelihood inference for partially linear panel data models with fixed effects ⋮ Public debt and macroeconomic activity: a predictive analysis for advanced economies ⋮ Simultaneous confidence band for nonparametric fixed effects panel data models ⋮ Nonparametric dynamic panel data models: kernel estimation and specification testing ⋮ Estimation in a semi-varying coefficient model for panel data with fixed effects ⋮ Block empirical likelihood for partially linear panel data models with fixed effects ⋮ Non‐parametric time‐varying coefficient panel data models with fixed effects ⋮ Estimation in partially linear time-varying coefficients panel data models with fixed effects ⋮ Semiparametric trending panel data models with cross-sectional dependence ⋮ Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation ⋮ Partially linear single index models for repeated measurements ⋮ Empirical likelihood for semi-varying coefficient models for panel data with fixed effects ⋮ Variable selection for fixed effects varying coefficient models ⋮ Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models ⋮ Spline-backfitted kernel smoothing of partially linear additive model ⋮ Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects ⋮ Semi-parametric inference for semi-varying coefficient panel data model with individual effects ⋮ A consistent nonparametric test of parametric regression functional form in fixed effects panel data models ⋮ Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter ⋮ Analysis of panel data partially linear single-index models with serially correlated errors ⋮ Estimating semiparametric panel data models by marginal integration ⋮ Semiparametric GMM estimation of spatial autoregressive models ⋮ Two-stage estimation and simultaneous confidence band in partially nonlinear additive model ⋮ A penalized spline estimator for fixed effects panel data models ⋮ Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects ⋮ Nonparametric estimation of fixed effects panel data models ⋮ Asymptotics for nonparametric and semiparametric fixed effects panel models ⋮ Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models ⋮ Nonparametric multidimensional fixed effects panel data models ⋮ ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS

Cites Work

• Unnamed Item
• Semiparametric estimation of partially linear panel data models
• Profile-kernel versus backfitting in the partially linear models for longitudinal/clustered data
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Semiparametric Regression for Clustered Data Using Generalized Estimating Equations

This page was built for publication: Profile likelihood estimation of partially linear panel data models with fixed effects