Showing 1 - 8 of 8
moment was dropped from the estimation. The measures are all easy to compute. We illustrate the usefulness of the measures …
Persistent link: https://www.econbiz.de/10012025702
was dropped from the estimation. The measures are all easy to compute. We illustrate the usefulness of the measures …
Persistent link: https://www.econbiz.de/10012152501
This paper first reviews some of the approaches that have been taken to estimate the common parameters of binary outcome models with fixed effects. We limit attention to situations in which the researcher has access to a data set with a large number of units (individuals or firms, for example)...
Persistent link: https://www.econbiz.de/10012487880
We study a dynamic ordered logit model for panel data with fixed effects. We establish the validity of a set of moment conditions that are free of the fixed effects and that can be computed using four or more periods of data. We establish sufficient conditions for these moment conditions to...
Persistent link: https://www.econbiz.de/10012800698
This paper introduces a bivariate version of the generalized accelerated failure time model. It allows for simultaneity in the econometric sense that the two realized outcomes depend structurally on each other. Another feature of the proposed model is that it will generate equal durations with...
Persistent link: https://www.econbiz.de/10011429485
Persistent link: https://www.econbiz.de/10001748236
implications for identification and estimation of the model parameters that are common to all individuals, and we find that those …
Persistent link: https://www.econbiz.de/10012241909
estimation of the model parameters that are common to all individuals. …
Persistent link: https://www.econbiz.de/10013460934