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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Main Authors: | SU, Liangjun, ZHANG, Yonghui |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2015
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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 |
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