• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Li, Gaorong (Li, Gaorong.) (Scholars:李高荣) | Peng, Heng (Peng, Heng.) | Tong, Tiejun (Tong, Tiejun.)

Indexed by:

SSCI Scopus

Abstract:

This paper constructs the simultaneous confidence band for the nonparametric function in nonparametric fixed effects panel data models. We first transform the nonparametric fixed effects panel data models into the partially linear models. We then obtain the estimator of the nonparametric function and remove the fixed effects using the profile least-squares method. Finally we apply the established asymptotic results to construct the simultaneous confidence band for the nonparametric function. (C) 2013 Elsevier B.V. All rights reserved.

Keyword:

Panel data Fixed effects Profile least-squares Simultaneous confidence band Nonparametric regression

Author Community:

  • [ 1 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Peng, Heng]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China
  • [ 3 ] [Tong, Tiejun]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

Reprint Author's Address:

  • [Peng, Heng]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

Show more details

Related Keywords:

Source :

ECONOMICS LETTERS

ISSN: 0165-1765

Year: 2013

Issue: 3

Volume: 119

Page: 229-232

ESI Discipline: ECONOMICS & BUSINESS;

JCR Journal Grade:3

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count: 16

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 5

Affiliated Colleges:

Online/Total:907/10623147
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.