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| 引用本文： | ����\,������.���й̶�ЧӦ�İ�����������ģ�͵Ļع���������[J].应用概率统计,2018,34(1):84-94. |
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| 作者姓名： | ����\ ������ |
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| 作者单位： | ?????????????????, ???, 200433 |
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| 摘 要： |
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| 关 键 词： | B-???? ??????? ???Ч? ???????? |
Regression Splines Estimation for Semiparametric Panel Data Models with Fixed Effects |
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| LYU Yang\ ZHU ZhongYi.Regression Splines Estimation for Semiparametric Panel Data Models with Fixed Effects[J].Chinese Journal of Applied Probability and Statisties,2018,34(1):84-94. |
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| Authors: | LYU Yang\ ZHU ZhongYi |
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| Institution: | Department of Statistics, School of Management, Fudan University, Shanghai, 200433, China |
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| Abstract: | In this paper, we study the asymptotic behavior of the B-spline estimator for semiparametric panel data model with fixed effects.We give explicit expression for the asymptotic bias of B-spline estimator for nonparametric function m. Our study shows that the asymptotic bias of the B-spline estimator does not depend on the working correlation matrix. Simulations are conducted to demonstrate our conclusion. |
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| Keywords: | B-splines panel data fixed effects semiparametric model |
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