Estimation of Functional Coefficient Panel Data Models with Endogenous Selectivity and Fixed Effects: A Pairwise Approach
Holder： Taining Wang（Capital University of Economics and Business）
Time：2026-03-05 15:10-17:00
Location：Room 217, Guanghua Building 2
Abstract:
This paper proposes a complementary estimation approach for functional coefficient panel data models with sample selection and fixed effects. We propose a pairwise differencing strategy that avoids restrictions on fixed effects while maintaining the same rate of convergence, at the cost of being unable to estimate coefficients on time-invariant regressors directly. We establish the estimator’s asymptotic properties for T greater than or equal to 2, and show via simulations that it outperforms existing methods even when identification conditions on the fixed effects are satisfied. Our estimator also delivers superior computational efficiency by eliminating the need to estimate individual fixed effects.
About the Speaker:
王钛宁，首都经济贸易大学国际经济管理学院常任副教授、博士生导师，国际SSCI期刊 Empirical Economics 副主编。研究方向为非参数与半参数计量经济学，包括面板数据模型估计、假设检验、随机前沿分析与企业效率研究。在 Journal of Econometrics、Econometric Theory、Journal of the Royal Statistical Society: Series A、Journal of Multivariate Analysis、Journal of Applied Econometrics、Journal of International Money and Finance、Economics Letters 等国际权威期刊发表学术论文。主持国家自然科学青年基金一项，参与国家自然科学基金面上项目一项。
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