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Fitting partially linear functional-coefficient panel-data models with Stata
DOI:10.1177/1536867X20976339.png)
摘要
En 中文
In this article, we describe the implementation of fitting partially linear functional-coefficient panel models with fixed effects proposed by An, Hsiao, and Li [2016, Semiparametric estimation of partially linear varying coefficient panel data models in Essays in Honor of Aman Ullah (Advances in Econometrics, Volume 36)] and Zhang and Zhou (Forthcoming, Econometric Reviews). Three new commands xtplfc, ivxtplfc, and xtdplfc are introduced and illustrated through Monte Carlo simulations to exemplify the effectiveness of these estimators.
Keyword:
st0624
xtplfc
ivxtplfc
xtdplfc
functional coefficients
panel data
fixed effects
endogenous variables
sieve
spline
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