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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

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

Forecasting with spatial panel data

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2009

This paper compares various forecasts using panel data with spatial error correlation. The true data generating process … rather than homogeneous panel data models. …

Persistent link: https://www.econbiz.de/10010268987

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

Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium

Verardi, Vincenzo; Wagner, Joachim - 2010

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

Persistent link: https://www.econbiz.de/10010269751

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

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

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

An exponential class of dynamic binary choice panel data models with fixed effects

Al-Sadoon, Majid M.; Li, Tong; Pesaran, Mohammad Hashem - 2012

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …

Persistent link: https://www.econbiz.de/10010291322

Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada

Bresson, Georges; Lacroix, Guy; Arshad Rahman, Mohammad - 2020

This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence …

Persistent link: https://www.econbiz.de/10012180121