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- W2908035149 abstract "Abstract Identification of a coefficient associated with a time-invariant regressor (TIR) often relies on the assumption that the TIR is uncorrelated with the unobserved heterogeneity across panel units. We derive an estimator which avoids the random-effects assumption by employing a proxy for the unobserved heterogeneity thus extending the existing results on proxy variables from the cross-sectional literature. This method is easy to implement using standard routines for linear regression. Monte Carlo evidence shows the proposed estimator performs well is small samples." @default.
- W2908035149 created "2019-01-11" @default.
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- W2908035149 date "2020-01-01" @default.
- W2908035149 modified "2023-09-25" @default.
- W2908035149 title "Time-invariant regressors under fixed effects: Simple identification via a proxy variable" @default.
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- W2908035149 doi "https://doi.org/10.1016/j.econlet.2019.108799" @default.
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