We propose two new estimators for a wide class of panel data models with nonseparable error terms and endogenous … explanatory variables. The first estimator covers qualitative choice models and both estimators cover models with continuous … the assumption that the error distribution is exchangeable in the explanatory variables of each unit. It applies to models …

In many fields researchers wish to consider statistical models that allow for more complex relationships than can be … points in time can often provide the richer data needed for such models. Although such data allows researchers to identify … more complex models than cross-sectional data, missing data problems can be more severe in panels. In particular, even …

measure tax influences on FDI more precisely and allow us to focus on structural models of subsidiaries' investment decision … decisions. Tax parameters influence FDI in precisely the way indicated by neoclassical models. Our results also lend support to …

This note presents a simple, linear test for individual effects in dynamic models using panel data; building upon the … moment conditions implied by the presence of individual effects and is particularly suited for dynamic models using panel … straightforward. Moreover, the test statistics follows directly from the estimation of autoregressive models …