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cemmap Working Papers
February 2007 CWP04/07
Article
Bias corrections for two-step fixed effects panel data estimators
Type: cemmap Working Papers
Authors: Iván Fernández-Val and Frank Vella
ISSN: 1753-9196

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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