Penalized Empirical Likelihood Estimation for Partially Linear Single Index Panel Model with Fixed Effects |
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Authors: | DING Feipeng |
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Institution: | School of Mathematics and Information Science,Jiangxi Normal University, Nanchang, 330022, China |
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Abstract: | This paper constructs a penalized empirical likelihood estimation method via quadratic inference function method, filter method and empirical likelihood estimation method. Under some regular conditions, we derived the large sample properties of estimators and show that the proposed empirical likelihood ratio is asymptotically to chi-square distribution. Furthermore, the infinite sample performance of the proposed method is evaluated by Monte Carlo simulation and real
data analysis. |
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Keywords: | empirical likelihood estimation dependence structure partially linear single index panel model |
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