论文信息 - Series Estimation of Partially Linear Panel Data Models with Fixed Effects

Series Estimation of Partially Linear Panel Data Models with Fixed Effects

This paper considers the problem of estimating a partially linear semiparametric fixed effects panel data model with possible endogeneity. Using the series method, we establish the root N normality result for the estimator of the parametric component, and we show that the unknown function can be consistently estimated at the standard nonparametric rate.

Dong Li | B. Baltagi | B. Baltagi

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