Regression Splines Estimation for Semiparametric Panel Data Models with Fixed Effects

In this paper, we study the asymptotic behavior of the B-spline estimator for semiparametric panel data model with fixed effects.We give explicit expression for the asymptotic bias of B-spline estimator for nonparametric function m. Our study shows that the asymptotic bias of the B-spline estimator does not depend on the working correlation matrix. Simulations are conducted to demonstrate our conclusion.