Title of article
Semiparametric estimation of partially linear panel data models
Author/Authors
Li، نويسنده , , Qi and Stengos، نويسنده , , Thanasis، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1996
Pages
9
From page
389
To page
397
Abstract
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 N-consistent.
Keywords
Semiparametric , Instrumental variables , Panel data , Partially linear models
Journal title
Journal of Econometrics
Serial Year
1996
Journal title
Journal of Econometrics
Record number
1556571
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