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Semiparametric Fixed-Effects Estimator

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Author Info

  • Fran�ois Libois

    ()
    (Center for Research in the Economics of Development, University of Namur)

  • Vincenzo Verardi

    ()
    (Center for Research in the Economics of Development, University of Namur; European Center for Advanced Research in Economics and Statistics, Universite Libre de Bruxelles)

Abstract

This paper describes the Stata implementation of Baltagi and Li's (2002) series estimator of partially linear panel data models with fixed effects. After a brief description of the estimator itself, we describe the new command xtsemipar. We then simulate data to show that this estimator performs better than a fixed effect estimator if the relationship between two variables is unknown or quite complex.

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File URL: http://www.fundp.ac.be/eco/economie/recherche/wpseries/wp/1201.pdf
File Function: First version, 2012
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Bibliographic Info

Paper provided by University of Namur, Department of Economics in its series Working Papers with number 1201.

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Length: 11 pages
Date of creation: Feb 2012
Date of revision:
Handle: RePEc:nam:wpaper:1201

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Keywords: xtsemipar; Semiparametric estimations;

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References

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  1. Gani Aldashev & Catherine Guirkinger, 2011. "Deadly Anchor: Gender Bias under Russian Colonization of Kazakhstan, 1898-1908," Working Papers 1111, University of Namur, Department of Economics.
  2. Roger Newson, 2001. "B-splines and splines parameterized by their values at reference points on the x-axis," Stata Technical Bulletin, StataCorp LP, vol. 10(57).
  3. Badi H. Baltagi & Dong Li, 2002. "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 103-116, May.
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Citations

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Cited by:
  1. Lessmann, Christian, 2014. "Spatial inequality and development — Is there an inverted-U relationship?," Journal of Development Economics, Elsevier, vol. 106(C), pages 35-51.
  2. Megersa, kelbesa, 2014. "The laffer curve and the debt-growth link in low-income Sub-Saharan African economies," MPRA Paper 54362, University Library of Munich, Germany.
  3. Alfano, Maria Rosaria & Baraldi, Anna Laura & Papagni, Erasmo, 2014. "Electoral Systems and Corruption: the Effect of the Proportionality Degree," MPRA Paper 53138, University Library of Munich, Germany, revised 11 Nov 2013.
  4. Sergei Guriev & Elena Vakulenko, 2012. "Convergence between Russian regions," Working Papers w0180, Center for Economic and Financial Research (CEFIR).

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