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Combining panel data sets with attrition and refreshment samples
Hirano, Keisuke; Imbens, Guido; Ridder, Geert; Rubin, … - 1998
estimation of conventional models moreprecise. In this paper we develop a family of models thatincorporate refreshment samples …, and we demonstrate in an applicationto a Dutch data set on travel behaviour that such models can lead tosubstantially … different results than models that assume that themissing data process is ignorable or conventional econometric modelsfor panel …
Persistent link: https://www.econbiz.de/10011283469
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Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007 - This version: September 13, 2007
The literature that tests for U-shaped relationships using panel data, such as those between pollution and income or inequality and growth, reports widely divergent (parametric and non-parametric) empirical findings. We explain why lack of identification lies at the root of these differences. To...
Persistent link: https://www.econbiz.de/10011372978
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Measurement of horizontal inequity in health care utilisation using European panel data
Bago d'Uva, Teresa; Jones, Andrew M.; Van Doorslaer, Eddy - 2007
heterogeneity into the need-standardization procedure. Using latent class hurdle models for GP and specialist visits estimated on 8 …
Persistent link: https://www.econbiz.de/10011372989
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Entrepreneurial moral hazard in income insurance
Ejrnæs, Mette; Hochgürtel, Stefan - 2011
We study entrepreneurs’ behavioral responses of effort (moral hazard) to avoid business failure.This is done in the context of an unemployment insurance scheme for self-employed, wherewe estimate how much of the transition probability to unemployment can be causally attributedto being insured....
Persistent link: https://www.econbiz.de/10011376618
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Panel data estimates of the production function and product and labor market imperfections
Dobbelaere, Sabien; Mairesse, Jacques - 2010
Embedding the efficient bargaining model into the R. Hall (1988) approach for estimating price-cost margins shows that both imperfections in the product and labor markets generate a wedge between factor elasticities in the production function and their corresponding shares in revenue. This...
Persistent link: https://www.econbiz.de/10011377461
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The monetary exchange rate model as a long-run phenomenon
Groen, Jan J. J. - 1998
Pure time series-based tests fail to find empirical support formonetary exchange rate models. In this paper we apply …
Persistent link: https://www.econbiz.de/10011299983
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The importance of accounting for time trends when estimating the Euro effect on trade
Bun, Maurice J. G.; Klaassen, Franc - 2004
To study the effect of the euro on international goods trade one typically estimates a panel model for the level of trade. Trade levels increase over time, and we show that this is not fully explained by the included regressors. Because the euro is only present at the end of the sample, this may...
Persistent link: https://www.econbiz.de/10011334328
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An econometric analysis of the mental-health effects of major events in the life of elderly individuals
Lindeboom, Maarten; Portrait, France; Berg, Gerard J. … - 2001
Major events in the life of an elderly individual, such as retirement, a significant decrease in income, death of the spouse, disability, and a move toa nursing home, may affect the mental health status of the individual. Forexample, the individual may enter a prolonged depression. We...
Persistent link: https://www.econbiz.de/10011318580
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Nearly unbiased estimation in dynamic panel data models with exogenous variables
Carree, Martin Anthony - 2002
This paper introduces a new estimator for the fixed effects dynamic panel data model withexogenous variables. This estimator does not share some of the drawbacks of recently developed IVand GMM estimators and has a good performance even in small samples. The nearly unbiased estimatoris derived...
Persistent link: https://www.econbiz.de/10011325972
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Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew; Schwaab, Bernd; Koopman, Siem Jan; Lucas, … - 2011
This paper has been accepted for publication in the 'Review of Economics and Statistics'.We propose a dynamic factor model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range of families of parametric distributions, may be...
Persistent link: https://www.econbiz.de/10011383248