Semiparametric fixed-effects estimator
Franccois Libois
University of Namur
Centre for Research in the Economics of Development (CRED)
Namur, Belgium
[email protected]
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Vincenzo Verardi
University of Namur
Centre for Research in the Economics of Development (CRED)
Namur, Belgium
and
Université Libre de Bruxelles
European Center for Advanced Research in Economics and Statistics (ECARES)
and Center for Knowledge Economics (CKE)
Brussels, Belgium
[email protected]
|
Abstract. In this article, we describe the Stata implementation of Baltagi and Li’s
(2002, Annals of Economics and Finance 3: 103–116) 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-effects estimator if the relationship between two
variables is unknown or quite complex.
View all articles by these authors:
Franccois Libois, Vincenzo Verardi
View all articles with these keywords:
xtsemipar, semiparametric estimations, panel data, fixed effects
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