Search results

1 – 3 of 3
Book part
Publication date: 23 June 2016

An Yonghong, Hsiao Cheng and Li Dong

This paper considers the problem of estimating a partially linear varying coefficient fixed effects panel data model. Using the series method, we establish the root N normality…

Abstract

This paper considers the problem of estimating a partially linear varying coefficient fixed effects panel data model. Using the series method, we establish the root N normality for the estimator of the parametric component; and we show that the unknown function can be consistently estimated at the standard nonparametric rate. Furthermore, we extend the model to allow endogeneity in the parametric component and establish the asymptotic properties of the semiparametric instrumental variable estimators.

Details

Essays in Honor of Aman Ullah
Type: Book
ISBN: 978-1-78560-786-8

Keywords

Content available
Book part
Publication date: 23 June 2016

Abstract

Details

Essays in Honor of Aman Ullah
Type: Book
ISBN: 978-1-78560-786-8

Book part
Publication date: 23 June 2016

Abstract

Details

Essays in Honor of Aman Ullah
Type: Book
ISBN: 978-1-78560-786-8

Access

Year

Content type

Book part (3)
1 – 3 of 3