Semiparametric estimation of partially linear panel data models

被引：68
|
作者：
Li, Q [1 ]
Stengos, T [1 ]
机构：
[1] UNIV GUELPH, DEPT ECON, GUELPH, ON N1G 2W1, CANADA
来源：
JOURNAL OF ECONOMETRICS | 1996年 / 71卷 / 1-2期
关键词：
semiparametric; panel data; instrumental variables; partially linear models;
D O I：
10.1016/0304-4076(94)01711-5
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper we consider estimating a general partially linear semiparametric panel data model, where we allow for some of the regressors to be correlated with the errors. We assume the usual empirical case of N large and T small and as in Robinson (1988) the proposed instrumental variable estimator is shown to be root N-consistent.
引用
收藏
页码：389 / 397
页数：9
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