Document Type
Article
Publication Date
12-1-2020
Abstract
In this article, we describe the implementation of fitting partially linear functional-coefficient panel models with fixed effects proposed by An, Hsiao, and Li [2016, Semiparametric estimation of partially linear varying coefficient panel data models in Essays in Honor of Aman Ullah (Advances in Econometrics, Volume 36)] and Zhang and Zhou (Forthcoming, Econometric Reviews). Three new commands xtplfc, ivxtplfc, and xtdplfc are introduced and illustrated through Monte Carlo simulations to exemplify the effectiveness of these estimators.
Publication Source (Journal or Book title)
Stata Journal
First Page
976
Last Page
998
Recommended Citation
Du, K., Zhang, Y., & Zhou, Q. (2020). Fitting partially linear functional-coefficient panel-data models with Stata. Stata Journal, 20 (4), 976-998. https://doi.org/10.1177/1536867X20976339