带固定效应半变系数面板数据EV模型的约束估计

Restricted estimation for semi-varying coefficient panel data EV models with fixed effects

研究了带固定效应的含变量误差半变系数面板数据模型的约束估计问题.首先采用Profile最小二乘方法构建出参数部分的无约束估计量,其次建立在参数部分附加约束条件下该模型的约束估计量,最后分别证明了两个估计量在适当条件下满足渐近正态分布.

This paper studies the restriction estimation problem of the semi-varying coefficient panel data model with error-in-variables(EV) with fixed effects.Firstly,the unrestricted estimator of the parameter part is constructed by the Profile least squares method.Then the restricted estimator of the model is established under the additional restriction of the parameter part.Finally,it is proved that the two estimators satisfy the asymptotic normal distribution under appropriate conditions.