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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.
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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
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