due to a correlation of the time-fixed regressors with the combined error term in panel data settings. A common solution … performance of IV and non-IV approaches in the presence of time-fixed variables and right hand side endogeneity using Monte Carlo …

dependence between possibly endogenous explanatory variables and disturbances in a linear structural equation (endogeneity … parameters). We focus on second-order dependence and stress the distinction between regression and covariance endogeneity … least-square methods). We observe that endogeneity parameters may not be identifiable and we give the relevant …

dependence between possibly endogenous explanatory variables and disturbances in a linear structural equation (endogeneity … parameters). We focus on second-order dependence and stress the distinction between regression and covariance endogeneity … with least-squares methods). We observe that endogeneity parameters may not be identifiable and we give the relevant …

dependence between possibly endogenous explanatory variables and disturbances in a linear structural equation (endogeneity … parameters). We focus on second-order dependence and stress the distinction between regression and covariance endogeneity … with least-square methods). We observe that endogeneity parameters may not be identifiable and we give the relevant …

dependence between possibly endogenous explanatory variables and disturbances in a linear structural equation (endogeneity … parameters). We focus on second-order dependence and stress the distinction between regression and covariance endogeneity … with least-squares methods). We observe that endogeneity parameters may not identifiable and we give the relevant …

This paper presents a likelihood-based panel test of cointegrating rank in heterogeneous panel models based on the mean …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

In the presence of selection bias the traditional estimators for pseudo panel data models are inconsistent. This paper … finite samples. As a "side effect" the authors utilize the enlarged pseudo panel to provide a GMM consistent estimation of … the pseudo panel parameters under rejection of the null and apply the procedure to estimate the rate of return to …

The present paper proposes a strategy for estimating panel data models in the presence of sample selection and … endogeneity arising from endogenous explanatory variables and unobserved heterogeneity. We propose three alternative tests for … availability of valid (strictly exogenous) instruments. The approaches are illustrated using a panel of European Labour Force …