.png){kind=icon}
.png){kind=icon}
Return
Fitting partially linear functional-coefficient panel-data models with Stata
.png){kind=icon}
OA
AI
DOI：10.1177/1536867X20976339.png)
.png){kind=icon}
.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
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.
Keywords:
st0624
xtplfc
ivxtplfc
xtdplfc
functional coefficients
panel data
fixed effects
endogenous variables
sieve
spline
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
S
IF:
2.4
Papers:
1.2K
Citations:
8.4K
Organization
View more organizations