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Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
Hayakawa, Kazuhiko - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10013105008
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Dynamic Panel Data Models with Irregular Spacing : With Applications to Early Childhood Development
Millimet, Daniel L. - 2013
With the increased availability of longitudinal data, dynamic panel data models have become commonplace. Moreover, the … included in the model. In this paper, we propose several new estimators for dynamic panel data models when data are irregularly …
Persistent link: https://www.econbiz.de/10013082422
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A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China
Giles, John - 2013
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10013089968
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How Much Can We Trust Causal Interpretations of Fixed-Effects Estimators in the Context of Criminality?
Bjerk, David - 2009
Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...
Persistent link: https://www.econbiz.de/10013155604
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Estimating Fixed Effects : Perfect Prediction and Bias in Binary Response Panel Models, with an Application to the Hospital Readmissions Reduction Program
Kunz, Johannes - 2017
The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …
Persistent link: https://www.econbiz.de/10012942104
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A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
Keane, Michael P. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10012764470
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Joining Panel Data with Cross-Sections for Efficiency Gains : An Application to a Consumption Equation For Nicaragua
Bruno, Randolph Luca - 2009
the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data. This …
Persistent link: https://www.econbiz.de/10012766730
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Difference‐In‐Difference Estimation by FE and OLS When There is Panel Non‐Response
Lechner, Michael - 2015
there is time varying panel non-response. If such non-response does not affect the common-trend assumption, then OLS and FE …
Persistent link: https://www.econbiz.de/10013012023
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Robust Linear Static Panel Data Models Using Ε-Contamination
Baltagi, Badi H. - 2014
The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime …
Persistent link: https://www.econbiz.de/10013042986
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Large Panels with Common Factors and Spatial Correlations
Pesaran, M. Hashem; Tosetti, Elisa - 2021
This paper considers the statistical analysis of large panel data sets where even after conditioning on common observed … dependence. It is then established that the Common Correlated Effects (CCE) estimator of panel data model with a multifactor …
Persistent link: https://www.econbiz.de/10013316833