Regression spline estimation of panel data model with strong mixing samples
Due to the complexity and the large amount of data of the panel data model,leading to a large error in the regression spline estimation of panel data.Therefore,a regression spline estimation method for panel data model with strong mixing samples is proposed.By optimizing the form of panel data,combining nonparametric model with mixed model,the simplified expression of panel data under the condition of im-proved strong mixing samples is obtained.B-spline method is used to estimate the asymptotic normality of the unknown measurement parameters,and the unknown functions in the model are further estimated.Sim-ulation results show that the proposed method has less computation and can accurately estimate the unknown changes in the model.
万方数据
维普
