Binary response panel data models with sample selection and self‐selection

Estimation of Dynamic Panel Data Models with Sample Selection

We thank the editor M. Hashem Pesaran and three anonymous referees for their useful comments. 1 Summary We propose a new method for estimating dynamic panel data models with selection. The method uses backward substitution for the lagged dependent variable, which leads to an estimating equation that requires correcting for contemporaneous selection only. The estimator is valid under relatively ...

Two - step estimation of binary response models with sample selection

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Binary Response Models for Panel Data: Identification and Information

Binary Response Correlated Random Coefficient Panel Data Models

In this paper, we consider binary response correlated random coefficient (CRC) panel data models which are frequently used in the analysis of treatment effects and demand of products. We focus on the nonparametric identification and estimation of panel data models under unobserved heterogeneity which is captured by random coefficients and when these random coefficients are correlated with regre...

A Comparative Review of Selection Models in Longitudinal Continuous Response Data with Dropout

Missing values occur in studies of various disciplines such as social sciences, medicine, and economics. The missing mechanism in these studies should be investigated more carefully. In this article, some models, proposed in the literature on longitudinal data with dropout are reviewed and compared. In an applied example it is shown that the selection model of Hausman and Wise (1979, Econometri...