Citation
Q. Li et T. Stengos, SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR PANEL-DATA MODELS, Journal of econometrics, 71(1-2), 1996, pp. 389-397
Citations number
9
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Mathematical, Methods, Social Sciences
Journal title
ISSN journal
03044076
Volume
71
Issue
1-2
Year of publication
1996
Pages
389 - 397
Database
ISI
SICI code
0304-4076(1996)71:1-2<389:SEOPLP>2.0.ZU;2-Y
Abstract
In this paper we consider estimating a general partially linear semipa
rametric panel data model, where we allow for some of the regressors t
o be correlated with the errors. We assume the usual empirical case of
N large and T small and as in Robinson (1988) the proposed instrument
al variable estimator is shown to be root N-consistent.