Bias corrections for two-step fixed effects panel data estimators
نویسندگان
چکیده
منابع مشابه
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity. These models include systems of equations with limited dependent variables and unobserved individual effects, and sample selection models with unobserved individual effects. Our two-step approach first estimates the reduced form by fixed effects procedures to ...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2011
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2011.03.002