Semiparametric single index panel data models with interactive fixed effects: Theory and practice

Semiparametric single index panel data models with interactive fixed effects: Theory and practice

In this paper, we propose a single-index panel data model with unobserved multiple interactive fixed effects. This model has the advantages of being flexible and of being able to allow for common shocks and their heterogeneous impacts on cross sections, thus making it suitable for the investigation...

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Bibliographic Details
Main Authors: FENG, Guohua, PENG, Bin, SU, Liangjun, YANG, Thomas Tao
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
Subjects:
Asymptotic theory; Nonlinear panel data model; Interactive fixed effects; Orthogonal series expansion method
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2056
https://ink.library.smu.edu.sg/context/soe_research/article/3055/viewcontent/SSRN_id2865294.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/2056
https://ink.library.smu.edu.sg/context/soe_research/article/3055/viewcontent/SSRN_id2865294.pdf

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