Semiparametric estimation of partially linear panel data models

被引：70

作者：

Li, Q ^{[1
]}

Stengos, T ^{[1
]}

机构：

[1] UNIV GUELPH, DEPT ECON, GUELPH, ON N1G 2W1, CANADA

来源：

JOURNAL OF ECONOMETRICS | 1996年 / 71卷 / 1-2期

关键词：

semiparametric; panel data; instrumental variables; partially linear models;

D O I：

10.1016/0304-4076(94)01711-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper we consider estimating a general partially linear semiparametric panel data model, where we allow for some of the regressors to be correlated with the errors. We assume the usual empirical case of N large and T small and as in Robinson (1988) the proposed instrumental variable estimator is shown to be root N-consistent.

引用

页码：389 / 397

页数：9

共 9 条

[1] SOME TESTS OF SPECIFICATION FOR PANEL DATA - MONTE-CARLO EVIDENCE AND AN APPLICATION TO EMPLOYMENT EQUATIONS [J].