Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation

Xu, QH; Cai, ZW; Fang, Y

Fang, Y (corresponding author), Xiamen Univ, Wang Yanan Inst Studies Econ, Minist Educ, Key Lab Econometr, Xiamen 361005, Fujian, Peoples R China.; Fang, Y (corresponding author), Xiamen Univ, Fujian Key Lab Stat Sci, Xiamen 361005, Fujian, Peoples R China.

ECONOMETRIC REVIEWS, 2021; 40 (10): 919

Abstract

In this paper, we propose a simple method to estimate a partially varying-coefficient panel data model with fixed effects. By taking difference upon t......

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