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

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Overview

16 Scopus Citations

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Author(s)

Junhua Zhang
Sanying Feng
Gaorong Li
Heng Lian

Detail(s)

Original language	English
Pages (from-to)	165-167
Journal / Publication	Economics Letters
Volume	113
Issue number	2
Publication status	Published - Nov 2011
Externally published	Yes

Link(s)

DOI	DOI https://doi.org/10.1016/j.econlet.2011.07.014 Final Published version
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Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-80051793559&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(2b4829d5-4a02-47ef-9039-e386e170794e).html

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

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Empirical likelihoo... Business & Economics

Fixed effects Business & Economics

Inference Business & Economics

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Citation Format(s)

[ RIS ] [ BibTeX ]

Empirical likelihood inference for partially linear panel data models with fixed effects. / Zhang, Junhua; Feng, Sanying; Li, Gaorong; Lian, Heng.

In: Economics Letters, Vol. 113, No. 2, 11.2011, p. 165-167.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Zhang, J, Feng, S, Li, G & Lian, H 2011, 'Empirical likelihood inference for partially linear panel data models with fixed effects', Economics Letters, vol. 113, no. 2, pp. 165-167. https://doi.org/10.1016/j.econlet.2011.07.014

Zhang, J., Feng, S., Li, G., & Lian, H. (2011). Empirical likelihood inference for partially linear panel data models with fixed effects. Economics Letters, 113(2), 165-167. https://doi.org/10.1016/j.econlet.2011.07.014

Zhang J, Feng S, Li G, Lian H. Empirical likelihood inference for partially linear panel data models with fixed effects. Economics Letters. 2011 Nov;113(2):165-167. https://doi.org/10.1016/j.econlet.2011.07.014

Zhang, Junhua ; Feng, Sanying ; Li, Gaorong ; Lian, Heng. / Empirical likelihood inference for partially linear panel data models with fixed effects. In: Economics Letters. 2011 ; Vol. 113, No. 2. pp. 165-167.