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《Chinese Journal of Applied Probability and Statistics》 2018-01
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Regression Splines Estimation for Semiparametric Panel Data Models with Fixed Effects

LYU Yang;ZHU ZhongYi;Department of Statistics, School of Management, Fudan University;  
In this paper, we study the asymptotic behavior of the B-spline estimator for semiparametric panel data model with fixed effects. We give explicit expression for the asymptotic bias of B-spline estimator for nonparametric function m. Our study shows that the asymptotic bias of the B-spline estimator does not depend on the working correlation matrix. Simulations are conducted to demonstrate our conclusion.
【Fund】: 国家自然科学基金项目(批准号:11671096;11731011)资助
【CateGory Index】: O212.1
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