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XTNPTIMEVAR: Stata module to estimate non-parametric time-varying coefficients panel data models with fixed effects

Author

Listed:
  • Diallo Ibrahima Amadou

Programming Language

Stata

Abstract

xtnptimevar performs estimations of non-parametric time-varying coefficients panel data models with fixed effects. Often researchers desire to estimate the effects of some regressors on the dependent variable in a nonlinear fashion in the context of panel data without imposing a specific functional form. In other words they want the data to reveal this functional form by letting them speak for themselves. The command xtnptimevar exactly does that. It offers two estimators: the local linear dummy variable estimator (the default) and the averaged local linear estimator. Both of these two techniques allow estimating coefficients that vary over time for panel data models. These two estimators were invented by Li, Chen and Gao (2011). The theory behind the command xtnptimevar is provided in their paper.

Suggested Citation

  • Diallo Ibrahima Amadou, 2014. "XTNPTIMEVAR: Stata module to estimate non-parametric time-varying coefficients panel data models with fixed effects," Statistical Software Components S457900, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457900
    Note: This module should be installed from within Stata by typing "ssc install xtnptimevar". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtnptimevar.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtnptimevaravecb.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtnptimevarsansb.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtnptimevar.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtnptimevardata.dta
    File Function: sample data file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Elkhan Richard Sadik-Zada & Wilhelm Loewenstein, 2020. "Drivers of CO 2 -Emissions in Fossil Fuel Abundant Settings: (Pooled) Mean Group and Nonparametric Panel Analyses," Energies, MDPI, vol. 13(15), pages 1-24, August.

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