Article ID Journal Published Year Pages File Type
1151838 Statistics & Probability Letters 2013 8 Pages PDF
Abstract

We consider the fixed effects panel data single-index model. For estimation of the link function and the index parameter, the local linear smoothing and the least squares method are used. We also propose a test for the presence of the fixed effects. Finite sample performances are illustrated using simulations.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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