Abstract
The empirical likelihood inference for semi-varying coefficient models for panel data with fixed effects is investigated in this paper. We propose an empirical log-likelihood ratio function for the regression parameters in the model under α-mixing condition. The empirical log-likelihood ratio is proven to be asymptotically chi-squared. We also obtain the maximum empirical likelihood estimator of the parameters of interest, and prove that it is the asymptotically normal under some suitable conditions. A simulation study and a real data application are undertaken to assess the finite sample performance of our proposed method.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
