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Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects

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  • Hahn, Jinyong
  • Meinecke, Juergen

Abstract

This paper generalizes the intuition of Hausman and Taylor (1981, Econometrica 49, 1377–1398) and develops a method of dealing with a time-invariant regressor in nonlinear panel models with fixed effects. We illustrate the usefulness of our result by discussing the implication for some nonlinear models of social interactions.We are grateful to Dan Ackerberg and Jerry Hausman for helpful comments. The first author gratefully acknowledges financial support from NSF grant SES-0313651.

Suggested Citation

  • Hahn, Jinyong & Meinecke, Juergen, 2005. "Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 21(2), pages 455-469, April.
  • Handle: RePEc:cup:etheor:v:21:y:2005:i:02:p:455-469_05
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    Cited by:

    1. Olatunji Abdul Shobande, 2021. "Decomposing the Persistent and Transitory Effect of Information and Communication Technology on Environmental Impacts Assessment in Africa: Evidence from Mundlak Specification," Sustainability, MDPI, vol. 13(9), pages 1-12, April.
    2. Okafor, Luke & Yan, Eric, 2022. "Covid-19 vaccines, rules, deaths, and tourism recovery," Annals of Tourism Research, Elsevier, vol. 95(C).
    3. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016. "IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade," Econometrica, Econometric Society, vol. 84, pages 809-833, March.

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