Journal
STATA JOURNAL
Volume 20, Issue 4, Pages 976-998Publisher
SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X20976339
Keywords
st0624; xtplfc; ivxtplfc; xtdplfc; functional coefficients; panel data; fixed effects; endogenous variables; sieve; spline
Funding
- National Natural Science Foundation of China [71431006]
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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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