TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS

B-Tier
Journal: Econometric Theory
Year: 2005
Volume: 21
Issue: 2
Pages: 455-469

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

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.We are grateful to Dan Ackerberg and Jerry Hausman for helpful comments. The first author gratefully acknowledges financial support from NSF grant SES-0313651.

Technical Details

RePEc Handle
repec:cup:etheor:v:21:y:2005:i:02:p:455-469_05
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25