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Bayesian inference for duration data with unobserved and unknown heterogeneity : Monte Carlo evidence and an application
Paserman, Marco Daniele - 2004
This paper describes a semiparametric Bayesian method for analyzing duration data. The proposed estimator specifies a complete functional form for duration spells, but allows flexibility by introducing an individual heterogeneity term, which follows a Dirichlet mixture distribution. I show how...
Persistent link: https://www.econbiz.de/10010276176
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Bias corrections for two-step fixed effects panel data estimators
Fernández-Val, Iván; Vella, Francis - 2007
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …
Persistent link: https://www.econbiz.de/10010268162
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10010271244
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How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?
Bjerk, David - 2009
Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...
Persistent link: https://www.econbiz.de/10010271337
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Joining panel data with cross-sections for efficiency gains: an application to a consumption equation for Nicaragua
Bruno, Randolph Luca; Stampini, Marco - 2007
estimation efficiency while properly tackling the potential bias due to unobserved individual characteristics. We propose an … clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data …. This reduces the standard errors of the estimation coefficients and might increase their significance as well, otherwise …
Persistent link: https://www.econbiz.de/10010271885
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Consistent estimation of the fixed effects ordered logit model
Baetschmann, Gregori; Staub, Kevin E.; Winkelmann, Rainer - 2011
The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …
Persistent link: https://www.econbiz.de/10010276790
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Pinning down the value of statistical life
Kniesner, Thomas J.; Viscusi, William Kip; Woock, … - 2007
applying panel data, a new and more accurate fatality risk measure, and systematic selection of panel estimator in our research …
Persistent link: https://www.econbiz.de/10010277313
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A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China
Giles, John T.; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10010289957
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Regionalism in West Africa : Do Polar Countries Reap the Benefits? : A Role for Migration
Konseiga, Adama - 2005
In the present globalization era an increasing attention is paid to the ambiguous relationship between international migration, brain drain, and economic growth, but few papers analyzed the growth impact of skilled migration. The paper filled the research gap by building the first dataset on...
Persistent link: https://www.econbiz.de/10010262227
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International capital market integration, educational choice and economic growth
Egger, Hartmut; Egger, Peter; Falkinger, Josef; … - 2005
thereby fosters economic growth. We apply a structural estimation approach to fully track the endogenous mechanisms of the …
Persistent link: https://www.econbiz.de/10010267663