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Journal of Systems Science and Complexity

, Volume 27, Issue 3, pp 594–604 | Cite as

Estimation in a semi-varying coefficient model for panel data with fixed effects

  • Xuemei HuEmail author
Article

Abstract

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.

Keywords

Fixed effect profile likelihood semi-varying coefficient model for panel data 

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Copyright information

© Institute of Systems Science, Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  1. 1.School of Mathematics and StatisticsChongqing Technology and Business UniversityChongqingChina
  2. 2.Academy of Mathematics and Systems ScienceChinese Academy of SciencesBeijingChina

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