Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators

This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an empirical model for the probability of unemployment and then in a set of simple simulation experiments

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Year of publication:	[2007]
Authors:	Stewart, Mark B.
Other Persons:	Arulampalam, Wiji (contributor)
Publisher:	[2007]: [S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Probit-Modell \| Probit model \| Vergleich \| Comparison \| Simulation

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Extent:	1 Online-Ressource (21 p)
Series:	IZA Discussion Paper ; No. 3039
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2007 erstellt
Other identifiers:	10.2139/ssrn.1020582 [DOI]
Classification:	C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models ; C13 - Estimation ; C51 - Model Construction and Estimation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012775847