Series estimation of partially linear panel data models with fixed effects

Badi H. Baltagi; Dong Li

Series estimation of partially linear panel data models with fixed effects

Research output: Contribution to journal › Article › peer-review

Abstract

This paper considers the problem of estimating a partially linear semiparametric fixed effects panel data model with possible endogeneity. Using the series method, we establish the root N normality result for the estimator of the parametric component, and we show that the unknown function can be consistently estimated at the standard nonparametric rate.

Original language	English (US)
Pages (from-to)	103-116
Number of pages	14
Journal	Annals of Economics and Finance
Volume	3
Issue number	1
State	Published - May 2002
Externally published	Yes

Keywords

Additive models
Fixed effects
Panel data
Series method

ASJC Scopus subject areas

Finance
Economics and Econometrics

Cite this

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title = "Series estimation of partially linear panel data models with fixed effects",

abstract = "This paper considers the problem of estimating a partially linear semiparametric fixed effects panel data model with possible endogeneity. Using the series method, we establish the root N normality result for the estimator of the parametric component, and we show that the unknown function can be consistently estimated at the standard nonparametric rate.",

keywords = "Additive models, Fixed effects, Panel data, Series method",

author = "Baltagi, {Badi H.} and Dong Li",

note = "Publisher Copyright: {\textcopyright} 2002 by Peking University Press.",

year = "2002",

month = may,

language = "English (US)",

volume = "3",

pages = "103--116",

journal = "Annals of Economics and Finance",

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publisher = "Central University of Finance and Economics",

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AU - Baltagi, Badi H.

AU - Li, Dong

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AB - This paper considers the problem of estimating a partially linear semiparametric fixed effects panel data model with possible endogeneity. Using the series method, we establish the root N normality result for the estimator of the parametric component, and we show that the unknown function can be consistently estimated at the standard nonparametric rate.

KW - Additive models

KW - Fixed effects

KW - Panel data

KW - Series method

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JF - Annals of Economics and Finance

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Series estimation of partially linear panel data models with fixed effects

Abstract

Keywords

ASJC Scopus subject areas

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