Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects

Hahn, JinyongMeinecke, Juergen2015-12-080266-4666http://hdl.handle.net/1885/29570This 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.Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects200510.1017/S02664666050502432015-12-08