Estimation in a semi-varying coefficient model for panel data with fixed effects
文献类型：期刊论文
| 作者 | Hu Xuemei1 |
| 刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| 出版日期 | 2014 |
| 卷号 | 27期号:3页码:594-604 |
| 关键词 | PARTIALLY LINEAR-MODELS EFFICIENT ESTIMATION NONPARAMETRIC-ESTIMATION Fixed effect profile likelihood semi-varying coefficient model for panel data |
| ISSN号 | 1009-6124 |
| 其他题名 | ESTIMATION IN A SEMI-VARYING COEFFICIENT MODEL FOR PANEL DATA WITH FIXED EFFECTS |
| 英文摘要 | 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 estimators. Simulation results show that the proposed estimators behave well in finite sample cases. |
| 资助项目 | [National Natural Science Foundation of China] ; [Natural Science Foundation Project of CQ CSTC] ; [National Basic Research Program of China] ; [National Social Science Foundation of China] ; [Natural Science Foundation Project of CTBU of China] |
| 语种 | 英语 |
| CSCD记录号 | CSCD:5179983 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/53617]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.北京大学 2.中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Hu Xuemei. Estimation in a semi-varying coefficient model for panel data with fixed effects[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2014,27(3):594-604. |
| APA | Hu Xuemei.(2014).Estimation in a semi-varying coefficient model for panel data with fixed effects.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,27(3),594-604. |
| MLA | Hu Xuemei."Estimation in a semi-varying coefficient model for panel data with fixed effects".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 27.3(2014):594-604. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。