Showing 1 - 10 of 322
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
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
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10013105008
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
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
Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates …
Persistent link: https://www.econbiz.de/10013324975
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
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
This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially …
Persistent link: https://www.econbiz.de/10013099775
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10012764470