Statistical inference for partially linear errors-in-variables panel data models with fixed effects
In this paper, we consider the statistical inference for the partially linear panel data models with fixed effects. We focus on the case where some covariates are measured with additive errors. We propose a modified profile least squares estimator of the regression parameter and the nonparametric co...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2021-01-01
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Series: | Systems Science & Control Engineering |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/21642583.2020.1856212 |