Estimating fixed and random effects models with selectivity

DOI10.1016/0165-1765(92)90003-HzbMath0775.62348OpenAlexW2014431912MaRDI QIDQ2366939

Jeffrey E. Zabel

Publication date: 30 August 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90003-h

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (11)

Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model ⋮ The dynamic effects of open-space conservation policies on residential development density ⋮ Unbalanced panel data: a survey ⋮ Selection corrections for panel data models under conditional mean independence assumptions ⋮ A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects ⋮ Two tests for strict exogeneity in a correlated random effects panel data Tobit model ⋮ Estimation of dynastic life-cycle discrete choice models ⋮ Selection correction in panel data models: An application to the estimation of females' wage equations ⋮ SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS ⋮ Bias correction for within-group estimation of panel data models with fixed effects and sample selection ⋮ Maximum simulated likelihood estimation of the panel sample selection model

Cites Work

• Multivariate regression models for panel data
• On the Pooling of Time Series and Cross Section Data

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