Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models …. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables … parameters and average partial effects have normal distributions when the two dimensions of the panel grow large, but might …

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models …. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables … parameters and average partial effects have normal distributions when the two dimensions of the panel grow large, but might …

In the presence of selection bias the traditional estimators for pseudo panel data models are inconsistent. This paper … discusses a method to achieve consistency in static linear pseudo panels in the presence of selection bias and a testing … procedure for sample selection bias. The authors' approach uses a bias correction term proportional to the inverse Mills ratio …