Fernández-Val, Iván; Vella, Francis - Institute for the Study of Labor (IZA) - 2007
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …/selection bias. We then estimate the primary equation by fixed effects including an appropriately constructed control function from … both steps might employ nonlinear fixed effects procedures it is necessary to bias adjust the estimates due to the …