This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …/selection bias. We then estimate the primary equation by fixed effects including an appropriately constructed control function from … both steps might employ nonlinear fixed effects procedures it is necessary to bias adjust the estimates due to the …

We characterize the bias of propensity score based estimators of common average treatment effect parameters in the case …

from the German Socio-Economic Panel Study and the British Household Panel Survey. …

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the …

This paper considers the statistical analysis of large panel data sets where even after conditioning on common observed … dependence. It is then established that the Common Correlated Effects (CCE) estimator of panel data model with a multifactor …

Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates …

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo … simulations on a range of different estimators. We find that Anderson-Hsiao IV, Kiviet's bias-corrected LSDV and GMM estimators …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …