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Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels

Irene Botosaru, Chris Muris () and Senay Sokullu ()

Department of Economics Working Papers from McMaster University

Abstract: This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and endogenous regressors. We establish sufficient conditions for the identification of the regression coefficients, the time-varying link function, the distribution of counterfactual outcomes, and certain (time-varying) average partial effects. We propose estimators for these objects and study their asymptotic properties. We show the relevance of our model by estimating the effect of teaching practices on student attainment as measured by test scores on standardized tests in mathematics and science. We use data from the Trends in International Mathematics and Science Study, and show that both traditional and modern teaching practices have positive effects of similar magnitudes on the performance of U.S. students on standardized tests in math and science.

Keywords: Nonlinear panel model; fixed effects; endogeneity; partial effects; time-varying transformation; student achievement (search for similar items in EconPapers)
JEL-codes: C14 C23 (search for similar items in EconPapers)
Pages: 53 pages
Date: 2022-01
New Economics Papers: this item is included in nep-his and nep-ore
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Working Paper: Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels (2022) Downloads
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