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Bias corrections for two-step fixed effects panel data estimators

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Author Info
Iván Fernández-Val
Frank Vella (Institute for Fiscal Studies and European University Institute)

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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.

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Paper provided by Centre for Microdata Methods and Practice, Institute for Fiscal Studies in its series CeMMAP working papers with number CWP04/07.

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Date of creation: Feb 2007
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Handle: RePEc:ifs:cemmap:04/07

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Georgios Marios Chrysanthou, 2008. "Estimating union wage effects in Great Britain during 1991-2003," Economics Working Papers we082214, Universidad Carlos III, Departamento de Economía. [Downloadable!]
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