Time-invariant regressors under fixed effects: simple identification via a proxy variable

DOI10.1016/J.ECONLET.2019.108799MaRDI QIDQ2292779zbMATH OpenOpenAlexWikidataFDO

Authors Matěj Bělín

Publication date 5 February 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2019.108799

zbMATH Keywords

panel datalinear regressionrandom effectsomitted variable bias

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3938400 (Why is no real title available?)
• AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
• Consistent estimation of linear panel data models with measurement error
• Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
• Correlated random effects models with unbalanced panels
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• On the Pooling of Time Series and Cross Section Data
• On the robustness of coefficient estimates to the inclusion of proxy variables
• Panel Data and Unobservable Individual Effects

Cited in

(3)

• TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
• Fixed effects models with time invariant variables: a theoretical note
• Estimation of time-invariant effects in static panel data models

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