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

From MaRDI portal
Publication:1929379


DOI10.1016/j.econlet.2006.01.019zbMath1255.62385MaRDI 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


62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62F10: Point estimation


Related Items

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



Cites Work