Block empirical likelihood for partially linear panel data models with fixed effects

DOI10.1016/J.SPL.2016.11.021zbMath1360.62176OpenAlexW2564092887MaRDI QIDQ511566

Guo-Liang Fan, Xing-Jian Hong, Bang-Qiang He

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.021

zbMATH Keywords

panel datapartially linear modelfixed effectblock empirical likelihoodmaximum empirical likelihood estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (3)

An empirical likelihood check with varying coefficient fixed effect model with panel data ⋮ Empirical likelihood based inference for varying coefficient panel data models with fixed effect ⋮ Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects

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