• •

固定效应部分线性变系数面板模型的快速有效估计

• 出版日期:2019-03-25 发布日期:2019-03-27

Fast Efficient Estimators of Partially Linear Varying Coefficient Panel Model with Fixed Effects

Ding Feipeng & Chen Jianbao

• Online:2019-03-25 Published:2019-03-27

Abstract: This paper provides fast efficient estimators for a partially linear varying coefficient panel model with fixed effects and relevant structures among units by conflating the least square support vector machine (LSSVM) and the quadratic inference function method (QIF). Then an asymptotic normality of the parameter estimators and a convergence rate of the non-parameter estimators are derived in some regular conditions. At the end, a finite sample performance of the proposed method is observed via Monte Carlo simulations, and a real data set is applied to this proposed estimation technique. It is found that the efficiency of estimators and statistical inference ability are ensured and moreover the running speed of the program is greatly enhanced.