Empirical likelihood inference for partially linear panel data models with fixed effects

DOI10.1016/J.ECONLET.2011.07.014zbMath1238.62049OpenAlexW2049670775MaRDI QIDQ425718

Heng Lian, San Ying Feng, Gao Rong Li, Jun Hua Zhang

Publication date: 8 June 2012

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.07.014

zbMATH Keywords

fixed effects

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (14)

Testing symmetry based on empirical likelihood ⋮ Model detection and estimation for varying coefficient panel data models with fixed effects ⋮ Empirical likelihood based inference for fixed effects varying coefficient panel data models ⋮ Detection the symmetry or asymmetry of model errors in partial linear models ⋮ Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient ⋮ Empirical likelihood based inference for varying coefficient panel data models with fixed effect ⋮ A revisit to correlation analysis for distortion measurement error data ⋮ Simultaneous confidence band for nonparametric fixed effects panel data models ⋮ Nonlinear measurement errors models subject to partial linear additive distortion ⋮ Estimation in partially linear time-varying coefficients panel data models with fixed effects ⋮ Variable selection for fixed effects varying coefficient models ⋮ Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects ⋮ A penalized spline estimator for fixed effects panel data models ⋮ Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation

Cites Work

• Nonparametric estimation and testing of fixed effects panel data models
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Empirical likelihood and general estimating equations
• Semiparametric estimation of partially linear panel data models
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Empirical likelihood ratio confidence intervals for a single functional
• Marginal nonparametric kernel regression accounting for within-subject correlation
• Semiparametric Estimation in General Repeated Measures Problems

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