Showing 1 - 10 of 697
using a sample of 3,979 neonates which represents over 84,846 observations (infant/days).We use a semiparametric panel data …
Persistent link: https://www.econbiz.de/10012838501
We explore whether a protective role for savings against future financial hardship exists using household level panel …
Persistent link: https://www.econbiz.de/10012948687
Panel Survey. We contribute to the existing literature by exploring the relationship between a wide range of aspects of …
Persistent link: https://www.econbiz.de/10013051017
Mundlak (1978) proposed the addition of time averages to the usual panel equation in order to remove the fixed effects … we demonstrate that in this extended setup Probit estimation on panel data sets does not pose a specific problem. The …
Persistent link: https://www.econbiz.de/10013015010
Dynamic discrete choice models usually require a general specification of unobserved heterogeneity. In this paper, we apply Bayesian procedures as a numerical tool for the estimation of a female labor supply model based on a sample size which is typical for common household panels. We provide...
Persistent link: https://www.econbiz.de/10013106296
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10013126923
We propose the use of Bayesian estimation of risk preferences of individuals for applications of behavioral welfare economics to evaluate observed choices that involve risk. Bayesian estimation provides more systematic control of the use of informative priors over inferences about risk...
Persistent link: https://www.econbiz.de/10012825611
econometric approaches that have been used for modelling fertility outcomes with cross-section and panel data …
Persistent link: https://www.econbiz.de/10012831218
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
-time models. We investigate the robustness of Bayesian panel data models to possible misspecification of the prior distribution … a general â toolboxâ for a wide range of specifications which includes the dynamic space- time panel model with random … effects, with cross-correlated effects à la Chamberlain, for the Hausman-Taylor world and for dynamic panel data models with …
Persistent link: https://www.econbiz.de/10014264204