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

We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and nonparametric components are established.

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Year of publication:	2011
Authors:	Zhang, Junhua ; Feng, Sanying ; Li, Gaorong ; Lian, Heng
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 113.2011, 2, p. 165-167
Publisher:	Elsevier
Subject:	Empirical likelihood \| Fixed effects \| Panel data \| Partially linear models

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Type of publication:	Article
Classification:	C14 - Semiparametric and Nonparametric Methods ; C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010572182