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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

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

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

Exploiting Information from Singletons in Panel Data Analysis : A GMM Approach

Bruno, Randolph - 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

An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects

Sadoon, Majid M. al- - 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

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

A Simple Method to Estimate Large Fixed Effects Models Applied to Wage Determinants and Matching

Mittag, Nikolas - 2017

Models with high dimensional sets of fixed effects are frequently used to examine, among others, linked employer-employee data, student outcomes and migration. Estimating these models is computationally difficult, so simplifying assumptions that are likely to cause bias are often invoked to make...

Persistent link: https://www.econbiz.de/10012966061

Public Versus Private Sector Wage Gap in Egypt : Evidence from Quantile Regression on Panel Data

Tansel, Aysıt - 2018

1998-2012 using Egyptian Labor Market Panel Survey. We estimate the public-private sector wage gap with Mincer wage … and unobservable characteristics of the individuals using the panel feature of the data with a fixed effects model. We …

Persistent link: https://www.econbiz.de/10012908874

Private Wealth and Planned Early Retirement : A Panel Data Analysis for the Netherlands, 1994-2009

Ooijen, Raun van - 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

Immigrant Heterogeneity and the Earnings Distribution in the United Kingdom and United States : New Evidence from a Panel Data Quantile Regression Analysis

Billger, Sherrilyn M. - 2010

In this paper we use a relatively new panel data quantile regression technique to examine native-immigrant earnings …

Persistent link: https://www.econbiz.de/10013136720