Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/79352
Authors: 
Fernández-Val, Iván
Vella, Francis
Year of Publication: 
2007
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP04/07
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.
Subjects: 
Panel data , Two-Step Estimation , Endogenous Regressors , Fixed Effects Bias , Union Premium
JEL: 
C23
J31
J51
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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