Brasil | Working Paper

Correcting the fixed-effect estimator for endogenous switching

dc.contributorEscolas::EESP
dc.creatorBotelho, Fernando
dc.creatorPonczek, Vladimir Pinheiro
dc.date.accessioned2008-10-16T19:10:12Z
dc.date.available2008-10-16T19:10:12Z
dc.date.created2008-10-16T19:10:12Z
dc.date.issued2007-07-20
dc.identifierhttp://hdl.handle.net/10438/1935
dc.description.abstractIn this paper, we propose a two-step estimator for panel data models in which a binary covariate is endogenous. In the first stage, a random-effects probit model is estimated, having the endogenous variable as the left-hand side variable. Correction terms are then constructed and included in the main regression.
dc.languageeng
dc.relationTextos para discussão - EESP ; 163
dc.subjectPanel data
dc.subjectFixed-effect estimator
dc.subjectEndogenous switching
dc.titleCorrecting the fixed-effect estimator for endogenous switching
dc.typeWorking Paper


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