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Profile Likelihood Estimation Of Partially Linear Panel Data Models With Fixed Effects, Liangjun Su, Aman Ullah
Profile Likelihood Estimation Of Partially Linear Panel Data Models With Fixed Effects, Liangjun Su, Aman Ullah
Research Collection School Of Economics
We consider consistent estimation of partially linear panel data models with fixed effects. We propose profile-likelihood-based estimators for both the parametric and nonparametric components in the models and establish convergence rates and asymptotic normality for both estimators.