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Abstract:
We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and nonparametric components are established. (C) 2011 Elsevier B.V. All rights reserved.
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Source :
ECONOMICS LETTERS
ISSN: 0165-1765
Year: 2011
Issue: 2
Volume: 113
Page: 165-167
ESI Discipline: ECONOMICS & BUSINESS;
JCR Journal Grade:3
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count: 26
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 8
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