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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of … Panel Study of Income Dynamics. …
Persistent link: https://www.econbiz.de/10014024953
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Consistent estimation in pseudo panels in the presence of selection bias
Mora, Jhon James; Muro, Juan - 2014
In the presence of selection bias the traditional estimators for pseudo panel data models are inconsistent. This paper … finite samples. As a "side effect" the authors utilize the enlarged pseudo panel to provide a GMM consistent estimation of … the pseudo panel parameters under rejection of the null and apply the procedure to estimate the rate of return to …
Persistent link: https://www.econbiz.de/10010440591
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Robust LM tests for spatial dynamic panel data models
Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman; … - In: Regional science & urban economics 76 (2019), pp. 47-66
Persistent link: https://www.econbiz.de/10012267310
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Specification tests for spatial panel data models
Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman; … - 2020
Persistent link: https://www.econbiz.de/10012271721
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Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo; Malikov, Emir - In: Journal of econometrics 203 (2018) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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Two-part models for fractional responses defined as ratios of integers
Oberhofer, Harald; Pfaffermayr, Michael - In: Econometrics : open access journal 2 (2014) 3, pp. 123-144
This paper discusses two alternative two-part models for fractional response variables that are defined as ratios of integers. The first two-part model assumes a Binomial distribution and known group size. It nests the one-part fractional response model proposed by Papke and Wooldridge (1996)...
Persistent link: https://www.econbiz.de/10010417183
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Identification of Non-Additive Fixed Effects Models : Is the Return to Teacher Quality Homogeneous?
Hahn, Jinyong; Singleton, John D.; Yildiz, Neşe - National Bureau of Economic Research - 2023
Panel or grouped data are often used to allow for unobserved individual heterogeneity in econometric models via fixed … effects. In this paper, we discuss identification of a panel data model in which the unobserved heterogeneity both enters …
Persistent link: https://www.econbiz.de/10014322772
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Chapter 9. Solution and Estimation Methods for DSGE Models
Fernández-Villaverde, J.; Rubio-Ramírez, J.F.; … - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 527-724). 2016
This chapter provides an overview of solution and estimation techniques for dynamic stochastic general equilibrium models. We cover the foundations of numerical approximation techniques as well as statistical inference and survey the latest developments in the field.
Persistent link: https://www.econbiz.de/10014024288
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - 2012
. -- panel cointegration ; fully modified ordinary least squares ; fully modified seemingly unrelated regression ; dynamic …
Persistent link: https://www.econbiz.de/10009544380