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MIMIC models, cointegration and error correction: an application to the French shadow economy
Bühn, Andreas; Schneider, Friedrich G. - 2008
differences. Arguably, this shortcoming is rooted in the lack of an appropriate MIMIC model which considers cointegration among … variables. This paper develops a MIMIC model which estimates the cointegration equilibrium relationship and the error correction …
Persistent link: https://www.econbiz.de/10010276685
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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 - 2007
The aim of this paper is to apply recently developed panel cointegration techniques proposed by Pedroni (1999, 2004 …
Persistent link: https://www.econbiz.de/10010268121
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International financial integration and Real Exchange Rate long-run dynamics in emerging countries: some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...
Persistent link: https://www.econbiz.de/10010271575
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Labor supply and child care choices in a rationed child care market
Wrohlich, Katharina - 2006
discrete choice panel data model controlling for unobserved heterogeneity to simultaneously estimate labor supply and the …
Persistent link: https://www.econbiz.de/10010267594
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Macroeconomic Impacts of ALMP on the Matching Process in West Germany
Hujer, Reinhard; Zeiss, Christopher - 2003
obtain consistent estimates in the presence of a dynamic panel data model, a firstdifferences GMM estimator and a transformed …
Persistent link: https://www.econbiz.de/10010261624
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Identification and Estimation of Economic Models of Outmigration Using Panel Attrition
Bellemare, Charles - 2004
estimate a panel data model where immigrants can choose whether to stay or leave a country. The model is estimated using the … German Socio-Economic Panel (GSOEP). Outmigrants are found to have significantly lower labor market earnings and work …
Persistent link: https://www.econbiz.de/10010261828
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On the Specification of Mincerian Wage Regressions with Heterogeneity, Non-Linearity, Non-Separability, and Heteroskedasticity
Belzil, Christian - 2004
Using panel data taken from the NLSY, I perform the joint estimation of i) a reduced-form dynamic model of the …
Persistent link: https://www.econbiz.de/10010261843
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Health and Wealth of Elderly Couples : Causality Tests Using Dynamic Panel Data Models
Michaud, Pierre-Carl; van Soest, Arthur - 2004
causality in dynamic panel data models incorporating unobserved heterogeneity. While Adams et al. tests reject the hypothesis of … no causality from wealth to husband's or wife's health, the tests in the dynamic panel data model do not provide evidence …
Persistent link: https://www.econbiz.de/10010262057
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Selection Correction in Panel Data Models: An Application to Labour Supply and Wages
Dustmann, Christian; Rochina-Barrachina, María Engracia - 2000
In recent years a number of panel estimators have been suggested for sample selection models, where both the selection … females, using a panel of twelve years. All these estimators rely on the assumption of strict exogeneity of regressors in the … the estimation methods discussed. …
Persistent link: https://www.econbiz.de/10010262370
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Using Panel Data on Income Satisfaction to Estimate the Equivalence Scale Elasticity
Schwarze, Johannes - 2000
In this paper a new method to estimate the equivalence scale elasticity using individual panel data on income … cardinal individual welfare function has to be specified. In addition, panel data enables different scale use by the …
Persistent link: https://www.econbiz.de/10010262430