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...

Using a matched employer-employee data set for Norway, we exploit rare information on the union status of both individual employees and their workplaces. We establish two key results. First, we find a positive effect of workplace trade union density on the level of the individual's pay in...