Estimation in a semi-varying coefficient model for panel data with fixed effects

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	Estimation in a semi-varying coefficient model for panel data with fixed effects
其他题名	ESTIMATION IN A SEMI-VARYING COEFFICIENT MODEL FOR PANEL DATA WITH FIXED EFFECTS
	Hu Xuemei 1
	2014
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	27 期号:3 页码:594-604
摘要	This paper considers a semi-varying coefficient model for panel data with fixed effects, proposes the profile-likelihood-based estimators for the parametric and nonparametric components, and establishes convergence rates and asymptotic normality properties for both estimators. Simulation results show that the proposed estimators behave well in finite sample cases.
其他摘要	This paper considers a semi-varying coefficient model for panel data with fixed effects, proposes the profile-likelihood-based estimators for the parametric and nonparametric components, and establishes convergence rates and asymptotic normality properties for both estimators. Simulation results show that the proposed estimators behave well in finite sample cases.
关键词	PARTIALLY LINEAR-MODELS EFFICIENT ESTIMATION NONPARAMETRIC-ESTIMATION Fixed effect profile likelihood semi-varying coefficient model for panel data
收录类别	CSCD
语种	英语
资助项目	[National Natural Science Foundation of China] ; [Natural Science Foundation Project of CQ CSTC] ; [National Basic Research Program of China] ; [National Social Science Foundation of China] ; [Natural Science Foundation Project of CTBU of China]
CSCD记录号	CSCD:5179983
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/53618
专题	中国科学院数学与系统科学研究院
作者单位	1.北京大学 2.中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Hu Xuemei. Estimation in a semi-varying coefficient model for panel data with fixed effects[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2014,27(3):594-604.
APA	Hu Xuemei.(2014).Estimation in a semi-varying coefficient model for panel data with fixed effects.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,27(3),594-604.
MLA	Hu Xuemei."Estimation in a semi-varying coefficient model for panel data with fixed effects".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 27.3(2014):594-604.