ESTIMATION IN A SEMI-VARYING COEFFICIENT MODEL FOR PANEL DATA WITH FIXED EFFECTS

作     者：HU Xuemei 

作者机构：School of Mathematics and StatisticsChongqing Technology and Business University Academy of Mathematics and Systems ScienceChinese Academy of Sciences 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2014年第27卷第3期

页      面：594-604页

核心收录：

学科分类：0810[工学-信息与通信工程] 1205[管理学-图书情报与档案管理] 02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0811[工学-控制科学与工程] 0701[理学-数学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：supported by the National Natural Science Foundation of China under Grant No.11101452 the Natural Science Foundation Project of CQ CSTC under Grant No.2012jjA00035 the National Basic Research Program of China under Grant No.2011CB808000 the National Social Science Foundation of China under Grant No.12XTJ001 the Natural Science Foundation Project of CTBU of China under Grant No.1352001 

主　　题：Fixed effect profile likelihood semi-varying coefficient model for panel data. 

摘      要：This paper considers a semi-varying coefficient model for panel data with fixed effects,proposes the profile-likelihood-based estimators for the parametric and nonparametric components,and establishes convergence rates and asymptotic normality properties for both *** results show that the proposed estimators behave well in finite sample cases.