Restricted Ridge Estimation for Semi-Varying Coefficient Panel Data Models with Fixed Effects
This paper studies the estimation problem of semi parametric variable coefficient panel data model with fixed effects under the additional restriction of the parameter part.Combined with the Profile least square estimation and ridge estimation,the restricted ridge estimators of the parameter part and the nonparametric part of the model are established respectively,and the mean square error and large sample properties of the restricted ridge estimators of the parameter part are given.