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Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption

Raknerud, Arvid - Statistisk Sentralbyrå, Government of Norway - 2002

This paper discusses identification, estimation and testing in panel data models with attrition. We focus on a …

Persistent link: https://www.econbiz.de/10004980638

Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation

Biørn, Erik; Klette, Tor Jakob - Statistisk Sentralbyrå, Government of Norway - 1997

General Method of Moments (GMM) estimation of a linear one-equation model using panel data with errors-in-variables is …

Persistent link: https://www.econbiz.de/10004980817

Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study

Skjerpen, Terje - Statistisk Sentralbyrå, Government of Norway - 2008

-wave panel data is considered. The complete demand system is characterized by measurement errors in total expenditure and by …

Persistent link: https://www.econbiz.de/10004980739

A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components

Raknerud, Arvid - Statistisk Sentralbyrå, Government of Norway - 2001

The econometric literature offers various modeling approaches for analyzing micro data in combination with time series of aggregate data. This paper discusses the estimation of a VAR model that allows unobserved heterogeneity across observation unit, as well as unobserved time-specific...

Persistent link: https://www.econbiz.de/10004980841

Lumpy Investments, Factor Adjustments and Productivity

Nilsen, Øivind A.; Raknerud, Arvid; Rybalka, Marina; … - Statistisk Sentralbyrå, Government of Norway - 2005

rich employer-employee panel data set for two manufacturing industries and one service industry. We focus on the …

Persistent link: https://www.econbiz.de/10004980965

A Method for Improved Capital Measurement by Combining Accounts and Firm Investment Data. A revised version

Raknerud, Arvid; Rønningen, Dag; Skjerpen, Terje - Statistisk Sentralbyrå, Government of Norway - 2007

We propose a new method for estimating capital stocks at the firm level by combining business accounts information and investment data. The method also produces capital estimates at the sector or industry level by summing individual firms' capital stocks and appropriately inflating this sum to...

Persistent link: https://www.econbiz.de/10004980791

Constructing Panel Data Estimators by Aggregation: A General Moment Estimator and a Suggested Synthesis

Biørn, Erik - Statistisk Sentralbyrå, Government of Norway - 2005

A regression equation for panel data with two-way random or fixed effects and a set of individual specific and period …

Persistent link: https://www.econbiz.de/10004980794

Exit Dynamics with Adjustment Costs

Golombek, Rolf; Raknerud, Arvid - Statistisk Sentralbyrå, Government of Norway - 2005

We use the Stock and Wise approximation of stochastic dynamic programming in order to identify the extent to which profitability can explain exit behavior. In our econometric model, heterogeneous firms engage in Bertrand (price) competition. Firms produce heterogeneous products, using labor,...

Persistent link: https://www.econbiz.de/10004980532

Exit Dynamics with Rational Expectations

Raknerud, Arvid; Golombek, Rolf - Statistisk Sentralbyrå, Government of Norway - 2000

model is estimated by pseudo likelihood methods using panel data from the Norwegian Manufacturing Statistics. The …

Persistent link: https://www.econbiz.de/10004980534

Individual Heterogeneity and Price Responses in Tobacco Consumption: A Two-Commodity Analysis of Unbalanced Panel Data

Wangen, Knut R.; Biørn, Erik - Statistisk Sentralbyrå, Government of Norway - 2001

The paper presents a panel data analysis of tobacco demand. The purpose is threefold: (i) to measure income, own … sociodemographic effects, and (iii) to utilize the potential offered by panel data to investigate unobserved heterogeneity. The latter … and non-linear specifications of a two-equation system are estimated, using an unbalanced panel data set of Norwegian …

Persistent link: https://www.econbiz.de/10004980562