Estimation of time-invariant effects in static panel data models
نویسندگان
چکیده
منابع مشابه
Estimation of Time-invariant Effects in Static Panel Data Models∗
This paper proposes the Fixed Effects Filtered (FEF) and Fixed Effects Filtered instrumental variable (FEF-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T is fixed. The FEF-IV allows for endogenous time-invariant regressors but assumes that there exists a suffi cient number of instruments for such regressors. It...
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ژورنال
عنوان ژورنال: Econometric Reviews
سال: 2016
ISSN: 0747-4938,1532-4168
DOI: 10.1080/07474938.2016.1222225