کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5129851 | 1489856 | 2017 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Block empirical likelihood for partially linear panel data models with fixed effects
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Block empirical likelihood for partially linear panel data models with fixed effects Block empirical likelihood for partially linear panel data models with fixed effects](/preview/png/5129851.png)
چکیده انگلیسی
In this article, we consider a partially linear panel data models with fixed effects. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to partially linear panel data models with fixed effects, and prove a nonparametric version of Wilks' theorem which can be used to construct the confidence region for the parametric. By the block empirical likelihood ratio function, the maximum empirical likelihood estimator of the parameter is defined and the asymptotic normality is shown. A simulation study and a real data application are undertaken to assess the finite sample performance of our proposed method.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 123, April 2017, Pages 128-138
Journal: Statistics & Probability Letters - Volume 123, April 2017, Pages 128-138
نویسندگان
Bang-Qiang He, Xing-Jian Hong, Guo-Liang Fan,