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Semiparametric estimation of partially linear panel data models

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  • Li, Qi
  • Stengos, Thanasis

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 71 (1996)
Issue (Month): 1-2 ()
Pages: 389-397

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Handle: RePEc:eee:econom:v:71:y:1996:i:1-2:p:389-397

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-30, November.
  2. Li, Q. & Stengos, T., 1992. "Root-N-Consistent Semiparametric Estimation of a Dynamic Panel Data Model," Working Papers 1992-08, University of Guelph, Department of Economics and Finance.
  3. Li, Q. & Kniesner, T.J., 1994. "Semiparametric Panel Date Models with Hetergeneous Dynamic Adjustment: Theoretical Considerations and an Application to Labor Supply," Working Papers 1994-9, University of Guelph, Department of Economics and Finance.
  4. Fan, Y. & Li, Q. & Stengos, T., 1992. "Root-Consistent Semiparametric Regression with Conditionally Heteroskedastic Disturbances," Working Papers 1992-17, University of Guelph, Department of Economics and Finance.
  5. Whang, Yoon-Jae & Andrews, Donald W. K., 1993. "Tests of specification for parametric and semiparametric models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 277-318.
  6. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Wiley Blackwell, vol. 58(2), pages 277-97, April.
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