英文文献:Semiparametric Trending Panel Data Models with Cross-Sectional Dependence-具有横截面依赖的半参数趋势面板数据模型
英文文献作者:Jia Chen,Jiti Gao,Degui Li
英文文献摘要:
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis and it allows for the cross-sectional dependence in both the regressors and the residuals. A semiparametric profile likelihood approach based on the first-stage local linear fitting is developed to estimate both the parameter vector and the time trend function.
引入半参数固定效应模型来描述面板数据分析中的非线性趋势现象,并考虑了回归和残差的横截面依赖关系。提出了一种基于第一阶段局部线性拟合的半参数轮廓似然估计方法,用于估计参数向量和时间趋势函数。