Estimating partially linear panel data models with one-way error components Academic Article uri icon

abstract

  • We consider the problem of estimating a partially linear panel data model whenthe error follows an one-way error components structure. We propose a feasiblesemiparametric generalized least squares (GLS) type estimator for estimating the coefficient of the linear component and show that it is asymptotically more efficient than a semiparametric ordinary least squares (OLS) type estimator. We also discussed the case when the regressor of the parametric component is correlated with the error, and propose an instrumental variable GLS-type semiparametric estimator. 1998 by Marcel Dekker, Inc.

published proceedings

  • Econometric Reviews

author list (cited authors)

  • Li, Q. i., & Ullha, A.

publication date

  • January 1, 1998 11:11 AM