Time-invariant regressor in nonlinear panel model with fixed effects

Jinyong Hahn; Juergen Meinecke

doi:10.1017/S0266466605050243

Time-invariant regressor in nonlinear panel model with fixed effects

Jinyong Hahn^*, Juergen Meinecke

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

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.

Original language	English
Pages (from-to)	455-469
Number of pages	15
Journal	Econometric Theory
Volume	21
Issue number	2
DOIs	https://doi.org/10.1017/S0266466605050243
Publication status	Published - Apr 2005
Externally published	Yes

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title = "Time-invariant regressor in nonlinear panel model with fixed effects",

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.",

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AB - 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.

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Time-invariant regressor in nonlinear panel model with fixed effects

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