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Estimation of Partially Linear Varying-Coefficient EV Model Under Restricted condition

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  • Yafeng Xia
  • Zihao Zhao
  • Yinjiu Niu

Abstract

In this paper, we study a partially linear varying-coefficient errors-invariables (EV) model under additional restricted condition. Both of the parametric and nonparametric components are measured with additive errors. The restricted estimators of parametric and nonparametric components are established based on modified profile least-squares method and local correction method, and their asymptotic properties are also studied under some regularity conditions.Some simulation studies are conducted to illustrate our approaches.

Suggested Citation

  • Yafeng Xia & Zihao Zhao & Yinjiu Niu, 2014. "Estimation of Partially Linear Varying-Coefficient EV Model Under Restricted condition," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 3(4), pages 1-5.
    • Handle: RePEc:spt:stecon:v:3:y:2014:i:4:f:3_4_5
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