We investigate the socio-economic determinants of mortgage delinquency in 12 EU countries and observe that income … volatility significantly increases the mortgage delinquency risk. This pattern even holds for borrowers with higher …-income profiles if volatility in income is high enough. From this result we can draw the following conclusions: i) mortgage protection …

of individual characteristics. Applying dynamic panel estimation we identify the mechanism through which poor health … and labour market instability is not well understood. Using twelve years of data from the German Socio-Economic Panel we …

discrete choice panel data model controlling for unobserved heterogeneity to simultaneously estimate labor supply and the …

obtain consistent estimates in the presence of a dynamic panel data model, a firstdifferences GMM estimator and a transformed …

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 …

Using panel data taken from the NLSY, I perform the joint estimation of i) a reduced-form dynamic model of the …

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 …

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. …

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 …