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      Estimating panel data models in the presence of endogeneity and selection

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      Journal of Econometrics
      Elsevier BV

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          Root-N-Consistent Semiparametric Regression

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            Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

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              Selection corrections for panel data models under conditional mean independence assumptions

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                Author and article information

                Journal
                Journal of Econometrics
                Journal of Econometrics
                Elsevier BV
                03044076
                August 2010
                August 2010
                : 157
                : 2
                : 375-380
                Article
                10.1016/j.jeconom.2010.03.039
                22718267
                271299df-b5df-4c92-8032-a2d44f5ce615
                © 2010

                http://www.elsevier.com/tdm/userlicense/1.0/

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