Bias corrections for two-step fixed effects panel data estimators

Ivan Fernandez-Val () and Francis Vella

No CWP04/07, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity. These include limited dependent variable models with both unobserved individual effects and endogenous explanatory variables, and sample selection models with unobserved individual effects.

Date: 2007-02-27
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (5)

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http://cemmap.ifs.org.uk/wps/cwp0704.pdf (application/pdf)

Related works:
Journal Article: Bias corrections for two-step fixed effects panel data estimators (2011)
Working Paper: Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (2007)
Working Paper: Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (2007)
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