Semiparametric estimation of partially linear panel data models
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- 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.
- 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.
- Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.
- Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
- 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.
- 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.
- Manuel Arellano & Stephen Bond, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Oxford University Press, vol. 58(2), pages 277-297.
- Tom Doan, "undated". "RATS program to replicate Arellano-Bond 1991 dynamic panel," Statistical Software Components RTZ00169, Boston College Department of Economics.
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