收录:
摘要:
We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and nonparametric components are established. (C) 2011 Elsevier B.V. All rights reserved.
关键词:
通讯作者信息:
电子邮件地址: