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1 – 3 of 3An 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.
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