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Studies of the joint time-use decisions of spouses have relied on joint estimation of time-use equations, sometimes …
Persistent link: https://www.econbiz.de/10010259539
We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...
Persistent link: https://www.econbiz.de/10009531435
This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence of correlated random effects. We construct a working likelihood using an asymmetric Laplace (AL) error distribution and combine it with suitable prior distributions to obtain...
Persistent link: https://www.econbiz.de/10012163022
Persistent link: https://www.econbiz.de/10001784295
In their IZA Discussion Paper 10247, Johansson and Lee claim that the main result (Proposition 3) in Abbring and Van den Berg (2003b) does not hold. We show that their claim is incorrect. At a certain point within their line of reasoning, they make a rather basic error while transforming one...
Persistent link: https://www.econbiz.de/10011543629
Cross-national differences in outcomes are often analysed using regression analysis of multilevel country datasets, examples of which include the ECHP, ESS, EU-SILC, EVS, ISSP, and SHARE. We review the regression methods applicable to this data structure, pointing out problems with the...
Persistent link: https://www.econbiz.de/10009793463
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009530816
estimation efficiency while properly tackling the potential bias due to unobserved individual characteristics. We propose an …. This reduces the standard errors of the estimation coefficients and might increase their significance as well, otherwise … compromised by the limited variation provided by the short longitudinal data. -- Panel data ; estimation efficiency ; pseudo …
Persistent link: https://www.econbiz.de/10003656881
This paper considers semiparametric identification of structural dynamic discrete choice models and models for dynamic treatment effects. Time to treatment and counterfactual outcomes associated with treatment times are jointly analyzed. We examine the implicit assumptions of the dynamic...
Persistent link: https://www.econbiz.de/10003260541
Researchers frequently test identifying assumptions in regression based research designs (which include instrumental variables or difference-in-differences models) by adding additional control variables on the right hand side of the regression. If such additions do not affect the coefficient of...
Persistent link: https://www.econbiz.de/10011631570