Testing for Selectivity Bias in Panel Data Models
From MaRDI portal
Cited in
(21)- Inferring technological parameters from incomplete panel data
- First-difference estimator for panel censored-selection models.
- Selection corrections for panel data models under conditional mean independence assumptions
- Correlated random effects models with unbalanced panels
- Monte Carlo evidence on the estimation method for industry dynamics
- Multiplicative-error models with sample selection
- Simple estimators for nonparametric panel data models with sample attrition
- School accountability: can we reward schools and avoid pupil selection?
- Examining bias in estimators of linear rational expectations models under misspecification
- Nonresponse in dynamic panel data models
- Inference in panel data models under attrition caused by unobservables
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- Maximum simulated likelihood estimation of the panel sample selection model
- Validity of LSE for trimmed and differenced panel data due to absorbing attrition
- Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels
- Ignoring non-ignorable missingness
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- The chained difference-in-differences
- Estimating panel data models in the presence of endogeneity and selection
- Bias corrections for two-step fixed effects panel data estimators
- Unbalanced panel data: a survey
This page was built for publication: Testing for Selectivity Bias in Panel Data Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4021484)
