Narrow search
Showing 1 - 10 of 166
Cover Image
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10010282268
Cover Image
On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?
Brücker, Herbert; Siliverstovs, Boriss - 2005
20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the …
Persistent link: https://www.econbiz.de/10010267584
Cover Image
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
Cover Image
Large panels with common factors and spatial correlations
Pesaran, Mohammad Hashem; Tosetti, Elisa - 2007
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/10010268411
Cover Image
Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji; Stewart, Mark B. - 2007
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...
Persistent link: https://www.econbiz.de/10010268488
Cover Image
The effect of high school employment on educational attainment: a conditional difference-in-differences approach
Buscha, Franz; Maurel, Arnaud; Page, Lionel; … - 2008
Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates …
Persistent link: https://www.econbiz.de/10010268810
Cover Image
Fixed effects bias in panel data estimators
Buddelmeyer, Hielke; Jensen, Paul H.; Oguzoglu, Umut; … - 2008
Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo …
Persistent link: https://www.econbiz.de/10010269265
Cover Image
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 …. Repeated sampling experiments on dynamic probit models with serially correlated errors indicate that the estimator has good …
Persistent link: https://www.econbiz.de/10010271244
Cover Image
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
Cover Image
Joining panel data with cross-sections for efficiency gains: an application to a consumption equation for Nicaragua
Bruno, Randolph Luca; Stampini, Marco - 2007
clean the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data …
Persistent link: https://www.econbiz.de/10010271885