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~isPartOf:"The Warwick Economics Research Paper Series (TWERPS)"
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Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
Arulampalam, Wiji
;
Stewart, Mark B.
-
Department of Economics, University of Warwick
-
2008
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model and other dynamic nonlinear panel data models using standard software. It then compares the estimators proposed by Heckman, Orme and Wooldridge, based on three...
Persistent link: https://www.econbiz.de/10005748202
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Low-Wage Mobility in the Italian Labour Market
Cappellari, Lorenzo
-
Department of Economics, University of Warwick
-
1999
the
initial
conditions
problem, i.e. the potential endogeneity of the conditioning starting state. Results show the …
Persistent link: https://www.econbiz.de/10005748182
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Signal Extraction in Nonstationary Series
Burridge, Peter
;
Wallis, Kenneth F
-
Department of Economics, University of Warwick
-
1983
, with careful attention paid to
initial
conditions
, the limiting filter is shown to be stable. Conditions are given for …
Persistent link: https://www.econbiz.de/10005368601
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