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Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects

Hahn, Jinyong; Meinecke, Juergen

Description

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.

dc.contributor.authorHahn, Jinyong
dc.contributor.authorMeinecke, Juergen
dc.date.accessioned2015-12-08T22:10:56Z
dc.identifier.issn0266-4666
dc.identifier.urihttp://hdl.handle.net/1885/29570
dc.description.abstractThis 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.
dc.publisherCambridge University Press
dc.sourceEconometric Theory
dc.titleTime-Invariant Regressor In Nonlinear Panel Model With Fixed Effects
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume21
dc.date.issued2005
local.identifier.absfor140303 - Economic Models and Forecasting
local.identifier.ariespublicationu4602557xPUB66
local.type.statusPublished Version
local.contributor.affiliationHahn, Jinyong , University of California, Los Angeles
local.contributor.affiliationMeinecke, Juergen, College of Business and Economics, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue2
local.bibliographicCitation.startpage455
local.bibliographicCitation.lastpage469
local.identifier.doi10.1017/S0266466605050243
local.identifier.absseo970114 - Expanding Knowledge in Economics
dc.date.updated2015-12-08T07:36:16Z
local.identifier.scopusID2-s2.0-17444387977
CollectionsANU Research Publications

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