Fitting partially linear functional-coefficient panel-data models with Stata
2020 ◽
Vol 20
(4)
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pp. 976-998
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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.
2016 ◽
pp. 137-204
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2016 ◽
pp. 47-65
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2013 ◽
Vol 31
(3)
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pp. 315-330
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2018 ◽
Vol 203
(2)
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pp. 359-378
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2011 ◽
Vol 113
(2)
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pp. 165-167
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Keyword(s):
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1996 ◽
Vol 71
(1-2)
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pp. 389-397
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