Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models

A-Tier
Journal: Review of Economics and Statistics
Year: 2005
Volume: 87
Issue: 2
Pages: 385-390

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I derive conditions under which a class of fixed-effects estimators consistently estimates the population-averaged slope coefficients in panel data models with individual-specific slopes, where the slopes are allowed to be correlated with the covariates. In addition to including the usual fixed-effects estimator, the results apply to estimators that eliminate individual-specific trends. I apply the results, and propose alternative estimators, to estimation of average treatment in a class of nonlinear unobserved-effects models. © 2005 President and Fellows of Harvard College and the Massachusetts Institute of Technology.

Technical Details

RePEc Handle
repec:tpr:restat:v:87:y:2005:i:2:p:385-390
Journal Field
General
Author Count
1
Added to Database
2026-01-29