CORRELATED RANDOM EFFECTS MODELS WITH UNBALANCED PANELS

@inproceedings{Wooldridge2018CORRELATEDRE,
  title={CORRELATED RANDOM EFFECTS MODELS WITH UNBALANCED PANELS},
  author={Jeffrey M. Wooldridge},
  year={2018}
}
I propose some strategies for allowing unobserved heterogeneity to be correlated with observed covariates and sample selection for unbalanced panels. The methods are extensions of the Chamberlain-Mundlak approach for balanced panels. Even for nonlinear models, in many cases the estimators can be implemented using standard software. The framework suggests straightforward tests of correlation between heterogeneity and the covariates, as well as sample selection that is correlation with unobserved… CONTINUE READING
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