Two-step estimation of panel data models with censored endogenous variables and selection bias
نویسندگان
چکیده
منابع مشابه
Two-step estimation of panel data models with censored endogenous variables and selection bias
This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous variables and sample selection bias. Our approach is to derive estimates of the unobserved heterogeneity responsible for the endogeneity/selection bias to include as additional explanatory variables in the primary equation. These are obtained through a decomposition of the redu...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1999
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(98)00043-8