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XTSEMIPAR: Stata module to compute Semiparametric Fixed-Effects Estimator of Baltagi and Li

Author

Listed:
  • Vincenzo Verardi

    () (University of Namur)

  • François Libois

    () (Facultés Universitaires Notre Dame de la Paix - FUNDP)

Abstract

This command implements Baltagi and Li's (Annals of Ec. and Fin., 2002) semiparametric series estimator of partially linear panel data models with fixed effects.

Suggested Citation

  • Vincenzo Verardi & François Libois, 2012. "XTSEMIPAR: Stata module to compute Semiparametric Fixed-Effects Estimator of Baltagi and Li," Statistical Software Components S457428, Boston College Department of Economics, revised 29 Apr 2014.
  • Handle: RePEc:boc:bocode:s457428
    Note: This module should be installed from within Stata by typing "ssc install xtsemipar". Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtsemipar.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtsemipar.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/l/LiboisVerardi12_xtsemipar.pdf
    File Function: documentation
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