Semiparametric estimation of partially linear panel data models

Journal of Econometrics

Volumn 71, Issue 1-2, 1996, Pages 389-397

  Li, Qi ^a   Stengos, Thanasis ^a  

^a UNIVERSITY OF GUELPH   (Canada)

Author keywords

Instrumental variables; Panel data; Partially linear models; Semiparametric

Indexed keywords

EID: 0000002467     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01711-5     Document Type: Article

References (9)

1. Arellano, M. and S. Bond, 1991, Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies 58, 277-297.
2. Härdle, W., 1990, Applied nonparametric regression (Cambridge University Press, Cambridge).
3. Fan, Y., Q. Li, and T. Stengos, 1995, Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances, Journal of Quantitative Economics, forthcoming.
4. Hsiao, C., 1986, Analysis of panel data (Cambridge University Press, Cambridge).
5. Kniesner, T. and Q. Li, 1994, Semiparametric panel data models with heterogeneous dynamic adjustment: Theoretical considerations and an application to labor supply, Working paper 1994-09 (Department of Economics, University of Guelph, Guelph).
6. Li, Q. and T. Stengos, 1992, Root-N-consistent semiparametric estimation of a dynamic panel data model, Working paper 1992-08 (Department of Economics, University of Guelph, Guelph).
7. Powell, J.L., J.H. Stock, and T.M. Stocker, 1989, Semiparametric estimation of the index coefficients, Econometrica 57, 1043-1430.
8. Robinson, P., 1988, Root-N-consistent semiparametric regression, Econometrica 156, 931-954.
9. Whang, Y.J. and D.W.K. Andrews, 1993, Tests of specification for parametric and semiparametric models, Journal of Econometrics 57, 277-318.