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Journal Articles
February 2007
Article
Bias corrections for two-step fixed effects panel data estimators
Type: Journal Articles
Authors: Fernandez-Val, Ivan and Frank Vella

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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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