single-equation models estimation of the latent linear model by Maximum Likelihood (ML) is routine. But, for higher …-dimensional multivariate models it is computationally cumbersome as estimation requires the evaluation of multivariate normal distribution … functions on a large scale. Our proposed alternative estimation method, based on the Generalized Method of Moments (GMM …

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and … effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …

This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for … the techniques to two empirical studies. First, the new method is applied to the estimation of labor supply elasticities …

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

applying panel data, a new and more accurate fatality risk measure, and systematic selection of panel estimator in our research … level and narrow range for the estimated value of a statistical life of about $5.5$7.5 million. -- VSL ; panel data ; fixed …

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …