Publication Type

Journal Article

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

Creative Commons License

Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.

Additional URL

http://doi.org./10.1016/j.econlet.2006.01.019

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