Fixed-effects and related estimators for correlated random-coefficient and treatment-effect panel data models

被引：186

作者：

Wooldridge, JM ^{[1
]}

机构：

[1] Michigan State Univ, E Lansing, MI 48824 USA

来源：

REVIEW OF ECONOMICS AND STATISTICS | 2005年 / 87卷 / 02期

关键词：

D O I：

10.1162/0034653053970320

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

I derive conditions under which a class of fixed-effects estimators consistently estimates the population-averaged slope coefficients in panel data models with individual- specific slopes, where the slopes arc allowed to be correlated with the covariates. In addition to including the usual fixed-effects estimator, the results apply to estimators that eliminate individual- specific trends. I apply the results, and propose alternative estimators, to estimation of average treatment in a class of nonlinear unobserved-effects models.

引用

页码：385 / 390

页数：6

共 13 条

[1] Estimation of limited dependent variable models with dummy endogenous regressors: Simple strategies for empirical practice [J].