期刊
STATA JOURNAL
卷 20, 期 4, 页码 976-998出版社
SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X20976339
关键词
st0624; xtplfc; ivxtplfc; xtdplfc; functional coefficients; panel data; fixed effects; endogenous variables; sieve; spline
资金
- National Natural Science Foundation of China [71431006]
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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