Showing 1 - 10 of 2,153
We present in this paper the panel econometrics estimation approach of measuring the technical change and total factor …
Persistent link: https://www.econbiz.de/10012780059
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
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
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
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
three representative models: spatial cross-sectional, static or dynamic panel models. Monte Carlo results show that the …
Persistent link: https://www.econbiz.de/10013315158
-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
Recent literature has raised the attention on the estimation of time-invariant variables both in a static and a dynmamic framework. In this context, Hausman-Taylor type estimators have been applied, relying crucially on the distinction between exogenous and endogenous variables (in terms of...
Persistent link: https://www.econbiz.de/10014241883
We model the aid allocation decision where the donor government has announced that good governance is the criterion for receiving aid. Potential recipients must compete for the aid funds. The structure of the competition is important to the donor in terms of achieving good governance, and to the...
Persistent link: https://www.econbiz.de/10013325086
Using data from the German Socio-Economic Panel, we examined the impact of social contacts on immigrant occupational …
Persistent link: https://www.econbiz.de/10013123591