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Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects

dc.contributor.authorHahn, Jinyong
dc.contributor.authorMeinecke, Juergen
dc.date.accessioned2015-12-08T22:10:56Z
dc.date.issued2005
dc.date.updated2015-12-08T07:36:16Z
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.identifier.issn0266-4666
dc.identifier.urihttp://hdl.handle.net/1885/29570
dc.publisherCambridge University Press
dc.sourceEconometric Theory
dc.titleTime-Invariant Regressor In Nonlinear Panel Model With Fixed Effects
dc.typeJournal article
local.bibliographicCitation.issue2
local.bibliographicCitation.lastpage469
local.bibliographicCitation.startpage455
local.contributor.affiliationHahn, Jinyong , University of California, Los Angeles
local.contributor.affiliationMeinecke, Juergen, College of Business and Economics, ANU
local.contributor.authoruidMeinecke, Juergen, u4593909
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140303 - Economic Models and Forecasting
local.identifier.absseo970114 - Expanding Knowledge in Economics
local.identifier.ariespublicationu4602557xPUB66
local.identifier.citationvolume21
local.identifier.doi10.1017/S0266466605050243
local.identifier.scopusID2-s2.0-17444387977
local.type.statusPublished Version

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