Publication Type
Journal Article
Version
publishedVersion
Publication Date
5-2006
Abstract
We consider consistent estimation of partially linear panel data models with fixed effects. We propose profile-likelihood-based estimators for both the parametric and nonparametric components in the models and establish convergence rates and asymptotic normality for both estimators.
Keywords
Fixed effects, Panel data, Partially linear models, Profile likelihood
Discipline
Econometrics | Statistical Models
Research Areas
Econometrics
Publication
Economics Letters
Volume
92
Issue
1
First Page
75
Last Page
81
ISSN
0165-1765
Identifier
10.1016/j.econlet.2006.01.019
Publisher
Elsevier
Citation
SU, Liangjun and ULLAH, Aman.
Profile likelihood estimation of partially linear panel data models with fixed effects. (2006). Economics Letters. 92, (1), 75-81.
Available at: https://ink.library.smu.edu.sg/soe_research/1983
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org./10.1016/j.econlet.2006.01.019