Empirical likelihood inference for partially linear panel data models with fixed effects

Junhua Zhang; Sanying Feng; Gaorong Li; Heng Lian

doi:10.1016/j.econlet.2011.07.014

Empirical likelihood inference for partially linear panel data models with fixed effects

Junhua Zhang
, Sanying Feng
, Gaorong Li^*
, Heng Lian

^*Corresponding author for this work

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

31 Citations (Scopus)

Abstract

We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and nonparametric components are established. © 2011 Elsevier B.V.

Original language	English
Pages (from-to)	165-167
Journal	Economics Letters
Volume	113
Issue number	2
DOIs	https://doi.org/10.1016/j.econlet.2011.07.014
Publication status	Published - Nov 2011
Externally published	Yes

Research Keywords

Empirical likelihood
Fixed effects
Panel data
Partially linear models

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10.1016/j.econlet.2011.07.014

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title = "Empirical likelihood inference for partially linear panel data models with fixed effects",

abstract = "We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and nonparametric components are established. {\textcopyright} 2011 Elsevier B.V.",

keywords = "Empirical likelihood, Fixed effects, Panel data, Partially linear models",

author = "Junhua Zhang and Sanying Feng and Gaorong Li and Heng Lian",

year = "2011",

month = nov,

doi = "10.1016/j.econlet.2011.07.014",

language = "English",

volume = "113",

pages = "165--167",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - Empirical likelihood inference for partially linear panel data models with fixed effects

AU - Zhang, Junhua

AU - Feng, Sanying

AU - Li, Gaorong

AU - Lian, Heng

PY - 2011/11

Y1 - 2011/11

N2 - We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and nonparametric components are established. © 2011 Elsevier B.V.

AB - We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and nonparametric components are established. © 2011 Elsevier B.V.

KW - Empirical likelihood

KW - Fixed effects

KW - Panel data

KW - Partially linear models

UR - https://www.scopus.com/pages/publications/80051793559

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-80051793559&origin=recordpage

UR - https://app-overton-io.ezproxy.cityu.edu.hk/articles.php?query=10.1016/j.econlet.2011.07.014

U2 - 10.1016/j.econlet.2011.07.014

DO - 10.1016/j.econlet.2011.07.014

M3 - RGC 21 - Publication in refereed journal

SN - 0165-1765

VL - 113

SP - 165

EP - 167

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Empirical likelihood inference for partially linear panel data models with fixed effects

Abstract

Research Keywords

Policy Impact

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