Semykina, Anastasia; Woodridge, Jeffrey M. - Department of Economics, Florida State University - 2010
We consider estimation of panel data models with sample selection when the equation of interest contains endogenous explanatory variables as well as unobserved heterogeneity. We offer a detailed analysis of the pooled two-stage least squares (pooled 2SLS) and fixed effects-2SLS (FE-2SLS)...