Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects

2018 ◽  
Vol 61 (6) ◽  
pp. 2351-2381
Author(s):  
Bang-Qiang He ◽  
Xing-Jian Hong ◽  
Guo-Liang Fan
2011 ◽  
Vol 113 (2) ◽  
pp. 165-167 ◽  
Author(s):  
Junhua Zhang ◽  
Sanying Feng ◽  
Gaorong Li ◽  
Heng Lian

Author(s):  
Kerui Du ◽  
Yonghui Zhang ◽  
Qiankun Zhou

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.


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