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Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows

Author

Listed:
  • Aman Ullah

    (University of California)

  • Kusum Mundra

    (University of California)

Abstract

In this paper a semiparametric fixed effect estimator is proposed in a partial linear model. The estimator is applied to study the immigrants home-link effect on the U.S. producer trade flows with the home country of the immigrant. The results from this study show that the immigrants support the U.S. producer imports but not the exports. The monte carlo and the asymptotics of the estimator are provided for large N and fixed T.

Suggested Citation

  • Aman Ullah & Kusum Mundra, 2000. "Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows," Working papers 78, Centre for Development Economics, Delhi School of Economics.
  • Handle: RePEc:cde:cdewps:78
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    Cited by:

    1. Kien Tran & Efthymios Tsionas, 2010. "Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models," Econometric Reviews, Taylor & Francis Journals, vol. 29(1), pages 39-61.

    More about this item

    Keywords

    Nonparametric; Monte-Carlo; Fixed effects; Asymptotics;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • F22 - International Economics - - International Factor Movements and International Business - - - International Migration

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