Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects

Date

2005

Authors

Hahn, Jinyong
Meinecke, Juergen

Journal Title

Journal ISSN

Volume Title

Publisher

Cambridge University Press

Abstract

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.

Description

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Citation

Source

Econometric Theory

Type

Journal article

Book Title

Entity type

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Restricted until

2037-12-31