The properties of classical panel data estimators including fixed effect, first-differences, random effects, and generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are investigated under sample selection. The correlation of the...

With panel data important issues can be resolved that can not beaddressed with cross--sectional data. A major drawback is that paneldata suffer from more severe missing data problems. Adding a sampleconsisting of new units randomly drawn from the original populationas replacements for units who...

This paper analyzes wage decomposition methodology in the context of panel data sample selection embedded in a correlated random effects setting. Identification issues unique to panel data are examined for their implications for wage decompositions. As an empirical example, we apply our...