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A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors
Baltagi, Badi H. - 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/10012915736
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Using the Helmert-Transformation to Reduce Dimensionality in a Mixed Model : Application to a Wage Equation with Worker and Firm Heterogeneity
Nilsen, Øivind Anti - 2011
A model for matched data with two types of unobserved heterogeneity is considered – one related to the observation unit, the other to units to which the observation units are matched. One or both of the unobserved components are assumed to be random. This mixed model allows identification of...
Persistent link: https://www.econbiz.de/10013122165
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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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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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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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The Effect of High School Employment on Educational Attainment : A Conditional Difference-in-Differences Approach
Buscha, Franz; Maurel, Arnaud; Page, Lionel; … - 2021
Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates …
Persistent link: https://www.econbiz.de/10013324975
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Minu, Startu and All that : Pitfalls in Estimating the Sensitivity of a Worker's Wage to Aggregate Unemployment
Martins, Pedro S. - 2011
In this paper we show that panel estimates of tenure specific sensitivity to the business cycle of wages is subject to … panel of firm-year interaction dummies. In unmatched data where this is not possible, we propose a solution for min u and Su …
Persistent link: https://www.econbiz.de/10013129919
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A Comparison of Panel Data Models in Estimating Technical Efficiency
Rashidghalam, Masoomeh - 2016
The purpose of this paper is two-fold. First, it compares the performance of various panel data models in estimating … technical efficiency in production. Second, it applies various stochastic frontier panel data models to estimate the technical …
Persistent link: https://www.econbiz.de/10012996535
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Estimating and Testing a Quantile Regression Model with Interactive Effects
Harding, Matthew C. - 2012
This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially …
Persistent link: https://www.econbiz.de/10013099775
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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