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This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity. These include limited dependent variable models with both unobserved individual effects and endogenous explanatory variables, and sample selection models with...
Persistent link: https://www.econbiz.de/10003540299
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across … uniformly valid inference on function-valued objects. This avoids coefficient re-estimation and is shown to be consistent for a …
Persistent link: https://www.econbiz.de/10013187158
We analyze the role of selection bias in generating the changes in the observed distribution of female hourly wages in … decision by modeling the distribution of the number of working hours and estimating a nonseparable model of wages. We decompose … changes in the wage distribution into composition, structural and selection effects. Composition effects have increased wages …
Persistent link: https://www.econbiz.de/10012805840
composition, structural and selection effects. Composition effects have increased wages at all quantiles but the patterns of wage …
Persistent link: https://www.econbiz.de/10011959185