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Series Estimation of Partially Linear Panel Data Models with Fixed Effects

Badi Baltagi () and Dong Li ()

Annals of Economics and Finance, 2002, vol. 3, issue 1, 103-116

Abstract: 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.

Keywords: Panel data; Series method; Fixed effects; Additive models (search for similar items in EconPapers)
JEL-codes: C13 C14 (search for similar items in EconPapers)
Date: 2002
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