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A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions

Kalwij, A.S. - Tilburg University, Center for Economic Research - 2004

This study develops a two-step estimator for a panel data Tobit model based on taking first-differences of the equation of interest, under conditional mean independence assumptions.The necessary correction terms are non-standard and a substantial part is therefore devoted to the formal...

Persistent link: https://www.econbiz.de/10011092714

On the Use of Panel Data in Bayesian Stochastic Frontier Models

Fernández, C.; Osiewalski, J.; Steel, M.F.J. - Tilburg University, Center for Economic Research - 1996

We consider a Bayesian analysis of the stochastic frontier model with composed error.Under a commonly used class of (partly) noninformative prior distributions, the existence of the posterior distribution and of posterior moments is examined.Viewing this model as a Normal linear regression model...

Persistent link: https://www.econbiz.de/10011090882

Is 3/4 of the Sales Promotion Bump Due to Brand Switching? No it is 1/3

van Heerde, H.J.; Gupta, S.; Wittink, D.R. - Tilburg University, Center for Economic Research - 2003

that the majority of the sales promotion elasticity, about 74 percent on average, is attributed to secondary demand effects … empirical results for this measure.We also derive analytical expressions that transform the elasticity decomposition into a … insight into the magnitude of the difference, we apply these expressions to previously reported elasticity decomposition …

Persistent link: https://www.econbiz.de/10011090873

Two-step estimation of simultaneous equation panel data models with censored endogenous variables

Vella, F.; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1994

This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous variables and sample selection bias. Our approach is to derive estimates of the unobserved heterogeneity responsible for the endogeneity/selection bias to include as additional...

Persistent link: https://www.econbiz.de/10011090331

Separating Moral Hazard from Adverse Selection in Automobile Insurance : Longitudinal Evidence from France

Dionne, G.; Michaud, P.C.; Dahchour, M. - Tilburg University, Center for Economic Research - 2004

This paper uses longitudinal data to perform tests of asymmetric information in the French automobile insurance market for the 1995-1997 period.This market is characterized by the presence of a regulated experience-rating scheme (bonusmalus).We demonstrate that the result of the test depends...

Persistent link: https://www.econbiz.de/10011090444

One-Step Robust Estimation of Fixed-Effects Panel Data Models

Cizek, Pavel; Aquaro, M. - Tilburg University, Center for Economic Research - 2010

The panel-data regression models are frequently applied to micro-level data, which often suffer from data contamination, erroneous observations, or unobserved heterogeneity. Despite the adverse effects of outliers on classical estimation methods, there are only a few robust estimation methods...

Persistent link: https://www.econbiz.de/10011090448

How Good is Growth for the Poor? The Role of Initial Income Distribution in Regional Diversity in Poverty Trends

Kalwij, A.S.; Verschoor, A. - Tilburg University, Center for Economic Research - 2004

.Variations in these proxies account for the large crossregional differences in the income elasticity of poverty during the 1980s and … 1990s.We find that the income elasticity of poverty in the mid 1990s equals -1.31 on average and ranges from -0.71 for Sub …-Saharan Africa to -2.27 for the Middle East and North Africa, and that the Gini elasticity of poverty equals 0.80 on average and …

Persistent link: https://www.econbiz.de/10011090746

A Panel Data Model for Subjective Information on Household Income Growth

Das, Marcel; van soest, arthur - Tilburg University, Center for Economic Research - 1996

Subjective expectations about future income changes are analyzed, using household panel data.The models used are extensions of existing binary choice panel data models to the case of ordered response.We consider both random and fixed individual effects.The random effects model is estimated by...

Persistent link: https://www.econbiz.de/10011091314

Hospital efficiency analysis through individual effects : A Bayesian approach

Koop, G.; Osiewalski, J.; Steel, M.F.J. - Tilburg University, Center for Economic Research - 1994

Persistent link: https://www.econbiz.de/10011091416

Equivalence Scales for the Former West Germany

Charlier, E. - Tilburg University, Center for Economic Research - 1997

Equivalence scales provide answers to questions like how much a household with four children needs to spend compared to a household with two children or how much a childless couple needs to spend compared to a single person household to attain the same welfare level. These are important...

Persistent link: https://www.econbiz.de/10011091442

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