Empirical likelihood based inference for fixed effects varying coefficient panel data models

DOI10.1016/j.jspi.2017.11.003zbMath1432.62091OpenAlexW2773579497MaRDI QIDQ1642746

Luis A. Arteaga-Molina, Juan M. Rodríguez-Póo

Publication date: 15 June 2018

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2017.11.003

zbMATH Keywords

fixed effectslimit distributionsempirical likelihood inferencenonparametric regression analysisvarying coefficient panel data model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects, Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model

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