Series Estimation of Partially Linear Panel Data Models with Fixed Effects

This paper considers the problem of estimating a partially linear semiparametric fixed effects panel data model with possible endogeneity. Using the series method, we establish the root N normality result for the estimator of the parametric component, and we show that the unknown function can be consistently estimated at the standard nonparametric rate.

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Year of publication:	2002
Authors:	Baltagi, Badi H. ; Li, Dong
Published in:	Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 3.2002, 1, 6, p. 103-116
Publisher:	China Economics and Management Academy
Subject:	Panel data \| Series method \| Fixed effects \| Additive models

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009146915