Semiparametric Fixed-Effects Estimator

This paper describes the Stata implementation of Baltagi and Li's (2002) series estimator of partially linear panel data models with fixed effects. After a brief description of the estimator itself, we describe the new command xtsemipar. We then simulate data to show that this estimator performs better than a fixed effect estimator if the relationship between two variables is unknown or quite complex.

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Year of publication:	2012-02
Authors:	Libois, François ; Verardi, Vincenzo
Institutions:	Faculté des Sciences Économiques, Sociales et de Gestion (FSESG), Université de Namur
Subject:	xtsemipar \| Semiparametric estimations

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 1201 11 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C21 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009652564