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TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS

Published online by Cambridge University Press:  31 March 2005

Jinyong Hahn
Affiliation:
UCLA
Juergen Meinecke
Affiliation:
UCLA

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.We are grateful to Dan Ackerberg and Jerry Hausman for helpful comments. The first author gratefully acknowledges financial support from NSF grant SES-0313651.

Type
MISCELLANEA
Copyright
© 2005 Cambridge University Press

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References

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