English, Article, Journal or magazine article edition: Simple Endogenous Binary Choice and Selection Panel Model Estimators Arthur Lewbel

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Bookmark: http://trove.nla.gov.au/version/73244
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Simple Endogenous Binary Choice and Selection Panel Model Estimators
Author
  • Arthur Lewbel
Physical Description
  • preprint
Notes
  • This paper provides numerically trivial estimators for short panels of either binary choices or of linear models that suffer from confounded, nonignorable sample selection. The estimators allow for fixed effects, endogenous regressors, lagged dependent variables, and heterokedastic errors with unknown distribution. The estimators, which converge at rate root n, are based on variants of the Honoré and Lewbel (2002) panel binary choice model and Lewbel's (2005) cross section sample selection model.
  • Panel Data, Fixed Effects, Binary Choice, Binomial Response, Sample Selection, Treatment, Semiparametric, Latent Variable, Predetermined Regressors, Lagged Dependent Variable, Endogeneity, Instrumental Variable.
  • RePEc:boc:bocoec:613
Language
  • English
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