Journal of Statistical and Econometric Methods

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

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• 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.