Article ID Journal Published Year Pages File Type
5062536 Economics Letters 2006 7 Pages PDF
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
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Profile likelihood estimation of partially linear panel data models with fixed effects
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