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Simple Endogenous Binary Choice and Selection Panel Model Estimators Author info | Abstract | Publisher info | Download info | Related research | Statistics Arthur Lewbel () (Boston College)
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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.
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Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number
613.
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Length: 16 pages
Date of creation: 01 Feb 2005Date of revision:
04 Sep 2006Handle: RePEc:boc:bocoec:613Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).
Keywords: Panel Data ; Fixed Effects ; Binary Choice ; Binomial Response ; Sample Selection ; Treatment ; Semiparametric ; Latent Variable ; Predetermined Regressors ; Lagged Dependent Variable ; Endogeneity ; Instrumental Variable. ; This paper has been announced in the following NEP Reports :
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06-30, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
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ZEW Discussion Papers
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"Bias Corrections for Two-Step Fixed Effects Panel Data Estimators ,"
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