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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
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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
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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
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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
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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
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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
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Reconciling occupational mobility in the Current Population Survey
Vom Lehn, Christian; Ellsworth, Cache; Kroff, Zachary - 2020
Measuring occupational mobility from the Current Population Survey using recall (retrospective) or linked panel …
Persistent link: https://www.econbiz.de/10012254037
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Migration, education and work opportunities
Girsberger, Esther Mirjam - 2017
estimate the model exploiting panel data on migrants and stayers in Burkina Faso, and cross-sectional data on permanent …
Persistent link: https://www.econbiz.de/10011732078
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Innovation and employment: evidence from Italian microdata
Piva, Mariacristina (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001734025
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Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data
Güell, Maia (contributor); Hu, Luojia (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001980156