Résumé
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.
langue originale | Anglais |
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Pages (de - à) | 329-336 |
Nombre de pages | 8 |
journal | Stata Journal |
Volume | 13 |
Numéro de publication | 2 |
Etat de la publication | Publié - 17 juil. 2013 |