Semiparametric estimation of partially linear dynamic panel data models with fixed effects

Semiparametric estimation of partially linear dynamic panel data models with fixed effects

In this paper, we study a partially linear dynamic panel data model with fixed effects, where either exogenous or endogenous variables or both enter the linear part, and the lagged dependent variable together with some other exogenous variables enter the nonparametric part. Two types of estimation m...

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Bibliographic Details
Main Authors: SU, Liangjun, ZHANG, Yonghui
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
Additive structure
Fredholm integral equation
Generated covariate
GMM
Local polynomial regression
Partially linear model
Sieve method
Time effect
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1712
https://ink.library.smu.edu.sg/context/soe_research/article/2711/viewcontent/06_2015.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1712
https://ink.library.smu.edu.sg/context/soe_research/article/2711/viewcontent/06_2015.pdf

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