We consider the fixed effects panel data single-index model. For estimation of the link function and the index parameter, the local linear smoothing and the least squares method are used. We also propose a test for the presence of the fixed effects. Finite sample performances are illustrated...

We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and...

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...