Chen, Jia; Gao, Jiti; Li, Degui - 2011
In this paper, we consider semiparametric estimation in a partially linear single-index panel data model with fixed … obtained in the random effects case. In addition, we study several partially linear single-index dynamic panel data models. The … the US from 1963-1992. Fixed effects, local linear smoothing, panel data, semiparametric estimation, single-index models. …