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Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models

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  • Jeffrey M. Wooldridge

    (Michigan State University)

Abstract

I derive conditions under which a class of fixed-effects estimators consistently estimates the population-averaged slope coefficients in panel data models with individual-specific slopes, where the slopes are allowed to be correlated with the covariates. In addition to including the usual fixed-effects estimator, the results apply to estimators that eliminate individual-specific trends. I apply the results, and propose alternative estimators, to estimation of average treatment in a class of nonlinear unobserved-effects models. © 2005 President and Fellows of Harvard College and the Massachusetts Institute of Technology.

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Bibliographic Info

Article provided by MIT Press in its journal Review of Economics and Statistics.

Volume (Year): 87 (2005)
Issue (Month): 2 (May)
Pages: 385-390

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Handle: RePEc:tpr:restat:v:87:y:2005:i:2:p:385-390

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Cited by:
  1. Gayle, Wayne-Roy & Namoro, Soiliou Daw, 2013. "Estimation of a nonlinear panel data model with semiparametric individual effects," Journal of Econometrics, Elsevier, vol. 175(1), pages 46-59.
  2. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
  3. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2008. "Fixed effects instrumental variables estimation in correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 539-552, January.
  4. Gebreeyesus, Mulu, 2013. "The end of the multifibre arrangement (MFA) and the heterogeneous performance of quota-constrained countries," MERIT Working Papers 035, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  5. Jürg Vollenweider, 2013. "The effectiveness of international environmental agreements," International Environmental Agreements: Politics, Law and Economics, Springer, vol. 13(3), pages 343-367, September.
  6. Kantarevic, Jasmin & Kralj, Boris & Weinkauf, Darrel, 2011. "Enhanced fee-for-service model and physician productivity: Evidence from Family Health Groups in Ontario," Journal of Health Economics, Elsevier, vol. 30(1), pages 99-111, January.
  7. J. David Brown & John S. Earle & Almos Telegdy, 2005. "The Productivity Effects of Privatization: Longitudinal Estimates from Hungary, Romania, Russia, and Ukraine," Upjohn Working Papers and Journal Articles 05-121, W.E. Upjohn Institute for Employment Research.
  8. repec:dgr:unumer:2013035 is not listed on IDEAS

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