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

• Autores: Kerui Du, Yonghui Zhang, Qiankun Zhou
• Localización: The Stata journal, ISSN 1536-867X, Vol. 20, Nº. 4, 2020, págs. 976-998
• Idioma: inglés
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• Resumen

  • 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.