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 2016
Subjects:
Fredholm integral equation
generated covariate
GMM
local polynomial regression
partially linear model
Sieve method
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2256
https://ink.library.smu.edu.sg/context/soe_research/article/3255/viewcontent/Semiparametric_estimation_of_partially_linear_dynamic_panel_data_sv.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/2256
https://ink.library.smu.edu.sg/context/soe_research/article/3255/viewcontent/Semiparametric_estimation_of_partially_linear_dynamic_panel_data_sv.pdf

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