Yonghong, An; Cheng, Hsiao; Dong, Li - In: Essays in honor of Aman Ullah, (pp. 47-65). 2016
This paper considers the problem of estimating a partially linear varying coefficient fixed effects panel data model. Using the series method, we establish the root N normality for the estimator of the parametric component; and we show that the unknown function can be consistently estimated at...