Correcting the fixed-effect estimator for endogenous switching

Fernando Botelho and Vladimir Ponczek

No 163, Textos para discussão from FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil)

Abstract: In this paper, we propose a two-step estimator for panel data models in which a binary covariate is endogenous. In the first stage, a random-effects probit model is estimated, having the endogenous variable as the left-hand side variable. Correction terms are then constructed and included in the main regression.

Date: 2007-07-20
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Persistent link: https://EconPapers.repec.org/RePEc:fgv:eesptd:163

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