Instrumental variable estimation of heteroskedasticity adaptive error component models
The linear panel data estimator proposed by Hausman and Taylor relaxes the hypothesis of exogenous regressors that is assumed by generalized least squares methods but, unlike the Fixed Effects estimator, it can handle endogenous time invariant explanatory variables in the regression equation. One of...
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| Format: | Journal article |
| Language: | English |
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2012
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