Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects
Kien Tran ()
Economics Bulletin, 2014, vol. 34, issue 3, 1751-1761
In this paper we propose a stationary nonlinear dynamic functional coefficient panel data models with fixed effects and develops semiparametric estimation procedure using series approximation. Convergence rate and asymptotic distribution of the proposed series estimators are derived in which asymptotic biases are present. Bias corrections are developed using a heteroskedasticity and autocorrelation consistent (HAC) type estimator.
Keywords: Dynamic panel; fixed effects; functional-coefficient partially linear; series estimation; convergence rate; asymptotic normality; bias correction. (search for similar items in EconPapers)
JEL-codes: C1 C2 (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:ebl:ecbull:eb-14-00309
Access Statistics for this article
More articles in Economics Bulletin from AccessEcon
Bibliographic data for series maintained by John P. Conley ().