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Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects

Hahn, Jinyong; Meinecke, Juergen


This paper generalizes the intuition of Hausman and Taylor (1981, Econometrica 49, 1377-1398) and develops a method of dealing with a time-invariant regressor in nonlinear panel models with fixed effects. We illustrate the usefulness of our result by discussing the implication for some nonlinear models of social interactions.

CollectionsANU Research Publications
Date published: 2005
Type: Journal article
Source: Econometric Theory
DOI: 10.1017/S0266466605050243


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