This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar … provide evidence on the performance of several estimation techniques. We also simulate examples of equilibria in nonadditive … models and provide evidence on the performance of the nonadditive estimation techniques developed in Heckman, Matzkin, and …

simple simulation experiments. …

estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation … simulation study based on this data set. The simulations suggest that the proposed rule performs well. …

We investigate whether commonly used value-added estimation strategies can produce accurate estimates of teacher … exacerbate estimation problems. However, some estimators are more robust across scenarios and better suited to estimating teacher …

employment dynamics. The results reveal significant autocorrelation in unobservables, and significant variation in the effects of … children and education on labor supply preferences. Moreover, omission of random coeffcients or autocorrelation can bias …