Abstract

In this paper we consider estimating a general partially linear semiparametric panel data model, where we allow for some of the regressors to be correlated with the errors. We assume the usual empirical case of N large and T small and as in Robinson (1988) the proposed instrumental variable estimator is shown to be N -consistent.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.