Simple Endogenous Binary Choice and Selection Panel Model Estimators
نویسنده
چکیده
This paper provides numerically trivial estimators for short panels of either binary choices or of linear models that suffer from confounded, missing not at random sample selection. The estimators allow for Þxed effects, endogenous regressors, weakly exogenous regressors, 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 Lewbels (2005) cross section sample selection model.
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