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 include limited dependent variable models with both unobserved individual effects and endogenous explanatory variables, and sample selection models with unobserved individual effects.

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Year of publication:	2007
Authors:	Fernández-Val, Iván ; Vella, Francis
Publisher:	London : Centre for Microdata Methods and Practice (cemmap)
Subject:	Panel \| Schätztheorie \| Bias \| Regression \| Theorie \| Schätzung \| Lohn \| Gewerkschaftsmitgliedschaft \| USA \| Panel data , Two-Step Estimation , Endogenous Regressors , Fixed Effects Bias , Union Premium

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Series:	cemmap working paper ; CWP04/07
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	10.1920/wp.cem.2007.0407 [DOI] 525984194 [GVK] hdl:10419/79352 [Handle] RePEc:ifs:cemmap:04/07 [RePEc]
Classification:	C23 - Models with Panel Data ; J31 - Wage Level and Structure; Wage Differentials by Skill, Training, Occupation, etc ; J51 - Trade Unions: Objectives Structure, and Effects
Source:	EconStor

Persistent link: https://www.econbiz.de/10010318527