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An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects
Al-Sadoon, Majid - 2012
This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …
Persistent link: https://www.econbiz.de/10013096447
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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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Robust Dynamic Panel Data Models Using E-Contamination
Baltagi, Badi H. - 2020
This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …
Persistent link: https://www.econbiz.de/10012834582
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Exploiting Information from Singletons in Panel Data Analysis : A GMM Approach
Bruno, Randolph Luca - 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/10012865864
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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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Aggregate-Level Migration Studies as a Tool for Forecasting Future Migration Streams
Schmidt, Christoph M.; Fertig, Michael - 2021
Assessing the migration potential and predicting future migration streams are among the most relevant, yet least well understood topics of migration research. The usual approach taken to address aggregate-level prediction problems is to fit ad hoc specifications to historical data, and to...
Persistent link: https://www.econbiz.de/10013321249
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Purchasing Power Parity for Developing and Developed Countries : What can we Learn from Non-Stationary Panel Data Models?
Drine, Imed; Rault, Christophe - 2021
The aim of this paper is to apply recently developed panel cointegration techniques proposed by Pedroni (1999, 2004 …
Persistent link: https://www.econbiz.de/10013316947
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Private Wealth and Planned Early Retirement : A Panel Data Analysis for the Netherlands, 1994-2009
van Ooijen, Raun - 2010
heterogeneity in the disutility of work by using panel data techniques. Next, we exploit information on expected wealth accumulation …
Persistent link: https://www.econbiz.de/10013135647
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The Exporter Productivity Premium Along the Productivity Distribution : First Evidence from a Quantile Regression Approach for Fixed Effects Panel Data Models
Powell, David - 2010
An emerging literature on international activities of heterogeneous firms documents that exporting firms are more productive than firms that only sell on the national market. This positive exporter productivity premium shows up in a large number of empirical studies after controlling for...
Persistent link: https://www.econbiz.de/10013139057