2005. “Time-invariant regressor in nonlinear panel model with fixed effects.” Econometric Theory 21:455–469

1 I am grateful to Dan Ackerberg and Jerry Hausman for helpful comments. This paper generalizes Hausman and Taylors (1981) intuition, and develop a method of dealing with time-invariant regressor in nonlinear panel model with Þxed effects. The method requires large number of observations per individual (T) as well as a large number of individuals (n).