Empirical likelihood for semi-varying coefficient models for panel data with fixed effects

DOI10.1016/j.jkss.2016.01.001zbMath1342.62072OpenAlexW2323999217MaRDI QIDQ530374

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

Publication date: 29 July 2016

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.01.001

zbMATH Keywords

confidence regionempirical likelihood\(\alpha\)-mixingsemi-varying coefficient model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Related Items

Model detection and estimation for varying coefficient panel data models with fixed effects ⋮ Estimation in partially linear time-varying coefficients panel data models with fixed effects

Cites Work

• Unnamed Item
• Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
• Nonparametric estimation and testing of fixed effects panel data models
• Estimation in a semi-varying coefficient model for panel data with fixed effects
• Empirical likelihood ratio confidence regions
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
• Empirical likelihood for partial linear models with fixed designs
• Empirical likelihood and general estimating equations
• Statistical estimation in varying coefficient models
• Nonlinear time series. Nonparametric and parametric methods
• A nonparametric random effects estimator
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Empirical likelihood for partially linear models
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models
• Empirical likelihood inference for semiparametric model with linear process errors
• Maximal moment inequality for partial sums of strong mixing sequences and application
• Empirical likelihood for partially time-varying coefficient models with dependent observations
• Some Limit Theorems for Random Functions. I
• Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
• Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• Empirical likelihood ratio confidence intervals for a single functional
• Useful matrix transformations for panel data analysis: a survey
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions