Fitting partially linear functional-coefficient panel-data models with Stata
Kerui DuSchool of Management, Xiamen University, Xiamen, China,Yonghui ZhangSchool of Economics, Renmin University of China, Beijing, China,Qiankun ZhouDepartment of Economics, Louisiana State University, Baton Rouge, LA,
2020en
ABI
Annotatsiya
In this article, we describe the implementation of fitting partially linear functional-coefficient panel models with fixed effects proposed by An, Hsiao, and Li [2016, Semiparametric estimation of partially linear varying coefficient panel data models in Essays in Honor of Aman Ullah ( Advances in Econometrics, Volume 36)] and Zhang and Zhou (Forthcoming, Econometric Reviews). Three new commands xtplfc, ivxtplfc, and xtdplfc are introduced and illustrated through Monte Carlo simulations to exemplify the effectiveness of these estimators.
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