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

• المؤلفون الرئيسيون: SU, Liangjun, ZHANG, Yonghui
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2015
• الموضوعات: Additive structure; Fredholm integral equation; Generated covariate; GMM; Local polynomial regression; Partially linear model; Sieve method; Time effect; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/1712; https://ink.library.smu.edu.sg/context/soe_research/article/2711/viewcontent/06_2015.pdf

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...