We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

This paper considers fixed effects estimation and inference in linear and non-linear panel data models with random …-individual estimators in short panels, we develop bias corrections. These corrections are based on higher-order asymptotic expansions of the … where the cross sectional and time series dimensions of the panel pass to infinity at the same rate, the uncorrected …

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

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 …

. This problem can be fixed with panel data by estimating a different coefficient for each individual, and then using the …, however, can be severily biased in short panels due to the incidental parameters problem. The bias arises if some of the … individual effects. This paper introduces a class of bias-corrected fixed effects estimators for these correlated random …

suggested by Andini (2012; 2013). -- schooling ; wages ; dynamic panel-data models …This paper provides an expression for the bias of the OLS estimator of the schooling coefficient in a simple static … coefficient is biased upward, and the bias is increasing with potential labor-market experience and the degree of earnings …

European countries while taking advantage of both fixed-effects and random-effects methods for bias-correction. We find that … limited mobility bias is severe and that bias-correction is important. Once one corrects for limited mobility bias, firm …

(LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable …