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Consistent estimation of panel data sample selection models

Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023

The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …

Persistent link: https://www.econbiz.de/10014428011

Skill-biased technological change and skill-enhancing trade in Turkey : evidence from longitudinal microdata

Srour, Ilina; Taymaz, Erol; Vivarelli, Marco - 2013

. In particular, the System Generalized Method of Moments (GMM-SYS) procedure is applied to a panel dataset comprised of 17 … ; technology transfer ; panel data ; GMM-SYS …

Persistent link: https://www.econbiz.de/10009729419

An exponential class of dynamic binary choice panel data models with fixed effects

Sadoon, Majid M. al-; Li, Tong; Pesaran, M. Hashem - 2012

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be … finite sample performance of our GMM estimators. -- dynamic discrete choice ; fixed effects ; panel data ; initial values …

Persistent link: https://www.econbiz.de/10009680993

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10009545313

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

Persistent link: https://www.econbiz.de/10011872320

Exploiting information from singletons in panel data analysis : a GMM approach

Bruno, Randolph; Magazzini, Laura; Stampini, Marco - 2019

We propose a novel procedure, built within a Generalized Method of Moments framework, which exploits unpaired observations (singletons) to increase the efficiency of longitudinal fixed effect estimates. The approach allows increasing estimation efficiency, while properly tackling the bias due to...

Persistent link: https://www.econbiz.de/10012034327

Innovation and employment: evidence from Italian microdata

Piva, Mariacristina (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001734025

Identification of the covariance structure of earnings using the GMM estimator

Doris, Aedín; O'Neill, Donal; Sweetman, Olive B. - 2010

panel length, sample size, the degree of persistence of earnings shocks and the evolution of inequality over time. We show …

Persistent link: https://www.econbiz.de/10003966909

Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments

Eisenhauer, Philipp; Heckman, James J.; Mosso, Stefano - 2014

We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in...

Persistent link: https://www.econbiz.de/10010418037

A simple GMM estimator for the semi-parametric mixed proportional hazard model

Bijwaard, Govert; Ridder, Geert - 2009

Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspecified distribution of the unobserved heterogeneity....

Persistent link: https://www.econbiz.de/10003909941