This article describes the plreg command, which implements the difference-based algorithm for fitting partial linear … regression models. Copyright 2006 by StataCorp LP. …

This paper studies efficient estimation of partial linear regression in time series models. In particular, it combines … two topics that have attracted a good deal of attention in econometrics, viz. spectral regression and partial linear … regression, and proposes an efficient frequency domain estimator for partial linear models with serially correlated residuals. A …