Empirical likelihood inference for partially linear panel data models with fixed effects

Junhua Zhang, Sanying Feng, Gaorong Li and Heng Lian

Economics Letters, 2011, vol. 113, issue 2, 165-167

Abstract: 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.

Keywords: Empirical likelihood; Fixed effects; Panel data; Partially linear models (search for similar items in EconPapers)
JEL-codes: C14 C23 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:113:y:2011:i:2:p:165-167

DOI: 10.1016/j.econlet.2011.07.014

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