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

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)165-167
Journal / PublicationEconomics Letters
Volume113
Issue number2
Publication statusPublished - Nov 2011
Externally publishedYes

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.

Research Area(s)

  • Empirical likelihood, Fixed effects, Panel data, Partially linear models

Citation Format(s)

Empirical likelihood inference for partially linear panel data models with fixed effects. / Zhang, Junhua; Feng, Sanying; Li, Gaorong et al.
In: Economics Letters, Vol. 113, No. 2, 11.2011, p. 165-167.

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review