Fitting partially linear functional-coefficient panel-data models with Stata

Kerui Du (), Yonghui Zhang () and Qiankun Zhou
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Kerui Du: Xiamen University
Yonghui Zhang: Renmin University of China

Stata Journal, 2020, vol. 20, issue 4, 976-998

Abstract: 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.

Keywords: xtplfc; ivxtplfc; xtdplfc; functional coefficients; panel data; fixed effects; endogenous variables; sieve; spline (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1177/1536867X20976339

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