Profile likelihood estimation of partially linear panel data models with fixed effects
Tài liệu tham khảo
Baltagi, 2002, Series estimation of partially linear panel data models with fixed effects, Annals of Economic and Finance, 3, 103
Fan, 1996
Hu, 2004, Profile-kernel versus backfitting in the partially linear models for longitudinal/clustered data, Biometrika, 91, 251, 10.1093/biomet/91.2.251
Li, 1996, Semiparametric estimation of partially linear panel data models, Journal of Econometrics, 71, 289, 10.1016/0304-4076(94)01711-5
Lin, 2001, Semiparametric Regression for Clustered Data Using Generalized Estimating Equations, Journal of the American Statistical Association, 96, 1045, 10.1198/016214501753208708
Masry, 1996, Multivariate local polynomial regression for time series: uniform strong consistency rates, Journal of Time Series Analysis, 17, 571, 10.1111/j.1467-9892.1996.tb00294.x
Mundra, 2005, Nonparametric Slope Estimation for Fixed-Effect Panel Data