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Bias corrections for two-step fixed effects panel data estimators

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  • Iván Fernández-Val
  • Frank Vella

    (Institute for Fiscal Studies and European University Institute)

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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File URL: http://cemmap.ifs.org.uk/wps/cwp0704.pdf
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Bibliographic Info

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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Cited by:
  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.
  2. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," CORE Discussion Papers 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Almer, Christian & Laurent-Lucchetti, Jérémy & oechslin, Manuel, 2011. "Income shocks and social unrest: theory and evidence," MPRA Paper 34426, University Library of Munich, Germany.
  4. Michael Beckmann & Thomas Cornelissen, 2014. "Self-Managed Working Time and Employee Effort: Microeconometric Evidence," SOEPpapers on Multidisciplinary Panel Data Research 636, DIW Berlin, The German Socio-Economic Panel (SOEP).
  5. Christian Almer & Stefan Boes, 2012. "Climate (change) and conflict: resolving a puzzle of association and causation," Diskussionsschriften dp1203, Universitaet Bern, Departement Volkswirtschaft.
  6. Panutat Satchachai & Peter Schmidt, 2010. "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, vol. 34(2), pages 83-97, October.
  7. Aysen Isaoglu, 2010. "Worker Reallocation across Occupations in Western Germany," SOEPpapers on Multidisciplinary Panel Data Research 319, DIW Berlin, The German Socio-Economic Panel (SOEP).

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