Estimating partially linear panel data models with one-way error components

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.

authors

• Li, Qi

published proceedings

• Econometric Reviews

author list (cited authors)

• Li, Q. i., & Ullha, A.

citation count

• 37

complete list of authors

• Li, Qi||Ullha, Aman

publisher

• Taylor & Francis  Publisher

published in

• Econometric Reviews  Journal

keywords

• 38 Economics
• 3802 Econometrics

Digital Object Identifier (DOI)

• 10.1080/07474939808800409

start page

• 145

end page

• 166

volume

• 17

issue

• 2