An empirical likelihood check with varying coefficient fixed effect model with panel data

DOI10.1007/s42952-021-00136-2zbMath1485.62047OpenAlexW3175301145MaRDI QIDQ2126031

Wanbin Li, Pei Xin Zhao, Liu Gen Xue

Publication date: 14 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-021-00136-2

zbMATH Keywords

panel dataempirical likelihoodvarying coefficient modelnonparametric component checking

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Unnamed Item
• Unnamed Item
• Block empirical likelihood for partially linear panel data models with fixed effects
• Testing the constancy in varying-coefficient regression models
• Empirical likelihood ratio confidence regions
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Quantile regression in partially linear varying coefficient models
• Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements
• Generalized likelihood ratio statistics and Wilks phenomenon
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
• Variable selection for fixed effects varying coefficient models
• Empirical likelihood is Bartlett-correctable
• Simultaneous confidence band for nonparametric fixed effects panel data models
• Nonparametric dynamic panel data models: kernel estimation and specification testing
• Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
• The empirical likelihood goodness-of-fit test for regression models
• Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Unified Empirical Likelihood Ratio Tests for Functional Concurrent Linear Models and the Phase Transition from Sparse to Dense Functional Data
• Testing for constancy in varying coefficient models
• An Empirical Likelihood Goodness-of-Fit Test for Time Series
• Non‐parametric time‐varying coefficient panel data models with fixed effects
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• On Bartlett correction of empirical likelihood in the presence of nuisance parameters

This page was built for publication: An empirical likelihood check with varying coefficient fixed effect model with panel data