Simple Endogenous Binary Choice and Selection Panel Model Estimators

Arthur Lewbel

No 613, Boston College Working Papers in Economics from Boston College Department of Economics

Abstract: 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 unknown distribution. The estimators, which converge at rate root n, are based on variants of the Honoré and Lewbel (2002) panel binary choice model and Lewbel's (2005) cross section sample selection model.

Keywords: Panel Data; Fixed Effects; Binary Choice; Binomial Response; Sample Selection; Treatment; Semiparametric; Latent Variable; Predetermined Regressors; Lagged Dependent Variable; Endogeneity; Instrumental Variable. (search for similar items in EconPapers)
Pages: 16 pages
Date: 2005-02-01, Revised 2006-09-04
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Citations: View citations in EconPapers (9)

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