• Title of article

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

  • Author/Authors

    Liangjun Su، نويسنده , , Aman Ullah، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    7
  • From page
    75
  • To page
    81
  • Abstract
    We consider consistent estimation of partially linear panel data models with fixed effects. We propose profile-likelihood-based estimators for both the parametric and nonparametric components in the models and establish convergence rates and asymptotic normality for both estimators
  • Keywords
    fixed effects , Panel data , Profile likelihood , Partially linear models
  • Journal title
    Economics Letters
  • Serial Year
    2006
  • Journal title
    Economics Letters
  • Record number

    435974

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435974