Fixed effects instrumental variables estimation in correlated random coefficient panel data models

DOI10.1016/J.JECONOM.2007.09.001MaRDI QIDQ290979zbMATH OpenOpenAlexFDO

Authors Irina Murtazashvili, Jeffrey M. Wooldridge

Publication date 3 June 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.09.001

zbMATH Keywords

fixed effectsinstrumental variablesaverage treatment effectcorrelated random coefficient modelpopulation averaged effect

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• Econometric analysis of cross section and panel data.
• Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
• GMM estimation of linear panel data models with time-varying individual effects
• Identification and Estimation of Local Average Treatment Effects
• On two stage least squares estimation of the average treatment effect in a random coefficient model
• Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
• Unobserved heterogeneity and estimation of average partial effects

Cited in

(15)

• Causal graphical views of fixed effects and random effects models
• A simple estimator for the correlated random coefficient model
• Estimation of heterogeneous panels with systematic slope variations
• Correlated random effects models with unbalanced panels
• On the estimation and inference in factor-augmented panel regressions with correlated loadings
• A correlated random coefficient panel model with time-varying endogeneity
• Difference-in-difference estimation by FE and OLS when there is panel non-response
• Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
• Multilevel modeling with correlated effects
• Fixed effects models with time invariant variables: a theoretical note
• Estimation of time-invariant effects in static panel data models
• INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
• Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection
• Time-invariant regressors under fixed effects: simple identification via a proxy variable
• Long difference instrumental variables estimation for dynamic panel models with fixed effects

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