@article{8c3f558c50ab40a6a2256f2785c923c1,
title = "Simultaneous confidence band for nonparametric fixed effects panel data models",
abstract = "This paper constructs the simultaneous confidence band for the nonparametric function in nonparametric fixed effects panel data models. We first transform the nonparametric fixed effects panel data models into the partially linear models. We then obtain the estimator of the nonparametric function and remove the fixed effects using the profile least-squares method. Finally we apply the established asymptotic results to construct the simultaneous confidence band for the nonparametric function.",
keywords = "Fixed effects, Nonparametric regression, Panel data, Profile least-squares, Simultaneous confidence band",
author = "Gaorong Li and Heng Peng and Tiejun Tong",
note = "Funding Information: The authors would like to thank the Editor, an associate editor, and the referee for their helpful comments that helped improve an earlier version of this article. Gaorong Li{\textquoteright}s research was supported by the NSFC ( 11101014 ), SRFDP ( 20101103120016 ), PHR (IHLB, PHR20110822 ), the Fundamental Research Foundation of Beijing University of Technology ( X4006013201101 ) and Program for JingHua Talents in Beijing University of Technology . Heng Peng{\textquoteright}s research was supported by CERG grants from the Hong Kong Research Grants Council ( HKBU 201610 and HKBU 201809 ) and FRG grants from Hong Kong Baptist University ( FRG/08-09/II-33 ). Tiejun Tong{\textquoteright}s research was supported by Hong Kong RGC grant HKBU 202711 . ",
year = "2013",
month = jun,
doi = "10.1016/j.econlet.2013.02.037",
language = "English",
volume = "119",
pages = "229--232",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "3",
}