Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129851 | Statistics & Probability Letters | 2017 | 11 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bang-Qiang He, Xing-Jian Hong, Guo-Liang Fan,