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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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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
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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
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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
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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
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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
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
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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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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
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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