We study the relationship between environmental conditions at birth (GDP per capita and infant mortality rate) and adult stature using cohort-state level data in Brazil for the period 1950–1980. We find that GDP per capita, whose annual percentage growth rate was 4.8% during this period, not...

This paper provides numerically trivial estimators for short panels of either binary choices or of linear models that suffer from confounded, nonignorable sample selection. The estimators allow for fixed effects, endogenous regressors, lagged dependent variables, and heterokedastic errors with...

An approximation to order T−2 is obtained for the bias of the full vector of least-squares estimates obtained from a sample of size T in general stable but not necessarily stationary ARX(1) models with normal disturbances. This yields generalizations, allowing for various forms of initial...

This paper considers the instrumental variables (IV) estimation of the autoregressive distributed lag (ADL) model consisting of fractionally integrated regressors and disturbance term, while allowing for part of the regressors to be endogenous. The idea of Liviatan (1963) and that of Tsay (2007)...

Previous estimators of binary choice panel data models with fixed effects require strong parametric error asumptions, strictly exogeneous regressors, or both. This is because nonlinearity of the model precludes the use of the "moment conditions on differences" based estimators that are generally...