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Kien C Tran
''Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects''
( 2014, Vol. 34 No.3 )
In this paper we propose a stationary nonlinear dynamic functional coefficient panel data models with fixed effects and develops semiparametric estimation procedure using series approximation. Convergence rate and asymptotic distribution of the proposed series estimators are derived in which asymptotic biases are present. Bias corrections are developed using a heteroskedasticity and autocorrelation consistent (HAC) type estimator.
Keywords: Dynamic panel, fixed effects, functional-coefficient partially linear, series estimation, convergence rate, asymptotic normality, bias correction.
JEL: C1 - Econometric and Statistical Methods: General
C2 - Single Equation Models; Single Variables: General
Manuscript Received : Apr 28 2014 Manuscript Accepted : Aug 06 2014

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