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.
Authors
![Francis Vella](/sites/default/files/styles/square_desktop/public/2022-07/Frank%20Vella_1.jpg?itok=f9f9VWFz)
Research Associate Georgetown University
Francis Vella is a Research Associate of the IFS and a Professor and the Edmund Villani Chair in Economics at Georgetown University.
![Person graphic](/sites/default/files/styles/square_desktop/public/2022-06/IFS-person-graphic.png?itok=hWCtTSrz)
Ivan Fernandez-Val
Working Paper details
- DOI
- 10.1920/wp.cem.2007.0407
- Publisher
- Institute for Fiscal Studies
Suggested citation
Fernandez-Val, I and Vella, F. (2007). Bias corrections for two-step fixed effects panel data estimators. London: Institute for Fiscal Studies. Available at: https://ifs.org.uk/publications/bias-corrections-two-step-fixed-effects-panel-data-estimators (accessed: 1 July 2024).
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