Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - Department of Econometrics and Business Statistics, … - 2015
In this paper, we propose a panel data semiparametric varying-coefficient model in which covariates (variables affecting the coefficients) are purely categorical. This model has two features: first, fixed effects are included to allow for correlation between individual unobserved heterogeneity...