Estimation and Simultaneous Confidence Bands for Fixed-Effects Panel Data Partially Linear Models

Estimation and Simultaneous Confidence Bands for Fixed-Effects Panel Data Partially Linear Models

In this paper, we study the estimation and simultaneous confidence band (SCB) problems for fixed-effects panel data partially linear models. We remove the fixed effects and then obtain estimators for the parametric and nonparametric components, which do not depend on the fixed effects. We establish...

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Bibliographic Details
Main Authors: Suigen Yang, Xiujuan Yang, Xuefei Wang
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Mathematics
Subjects:
partially linear model
simultaneous confidence band
panel data
fixed effects
asymptotic property
Online Access:https://www.mdpi.com/2227-7390/12/23/3774
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