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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
the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data. This …
Persistent link: https://www.econbiz.de/10012766730
This paper considers the statistical analysis of large panel data sets where even after conditioning on common observed … dependence. It is then established that the Common Correlated Effects (CCE) estimator of panel data model with a multifactor …
Persistent link: https://www.econbiz.de/10013316833
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10013105008
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
The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …
Persistent link: https://www.econbiz.de/10012942104
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10012764470
The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime …
Persistent link: https://www.econbiz.de/10013042986
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …
Persistent link: https://www.econbiz.de/10013317161
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