XTSEMIPAR: Stata module to compute Semiparametric Fixed-Effects Estimator of Baltagi and Li

François Libois and Vincenzo Verardi

Statistical Software Components from Boston College Department of Economics

Abstract: This command implements Baltagi and Li's (Annals of Ec. and Fin., 2002) semiparametric series estimator of partially linear panel data models with fixed effects.

Language: Stata
Requires: Stata version 13
Keywords: panel data; fixed effects; semiparametric estimation; B-splines (search for similar items in EconPapers)
Date: 2012-02-28, Revised 2021-04-23
Note: This module should be installed from within Stata by typing "ssc install xtsemipar". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtsemipar.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtsemipar.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/LiboisVerardi12_xtsemipar.pdf documentation (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457428

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