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A New Semiparametric Quantile Panel Data Model with Estimating the Growth Effect of FDI
【2014.6.28 10:00am, N210】

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 2014-6-17 

  Colloquia & Seminars 

  Speaker

Prof.Zongwu Cai,Department of Economics, University of Kansas   

  Title

A New Semiparametric Quantile Panel Data Model with Estimating the Growth Effect of FDI

  Time

2014.6.28 10:00am                                                                 

  Venue

N210

  Abstract

In this paper, we propose a new semiparametric quantile panel data model with correlated random effects in which some of the coefficients are allowed to depend on some smooth economic variables while other coefficients remain constant. A three-stage estimation procedure is proposed to estimate both constant and functional coefficients and their asymptotic roperties are investigated. We showthat the estimator of constant coefficients is root-N consistent and the estimator of varying coefficients converges in a nonparametric rate. A Monte Carlo simulation is conducted to examine the finite sample performance of the proposed estimators. Finally, the proposed semiparametric quantile panel data model is applied to estimating the impact of foreign direct investment (FDI) on economic growth using the cross-country data from 1970 to 1999. This is a join work with Linna Chen and Ying Fang.

  Affiliation

 

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