Narrow search
Showing 1 - 10 of 43
Cover Image
The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation
Biørn, Erik - Økonomisk institutt, Universitetet i Oslo - 2012
The Generalized Method of Moments (GMM) is discussed for handling the joint occurrence of fixed effects and random … is assumed. Two specializations of GMM are considered: (i) using instruments (IVs) in levels for a differenced version of … sample biases and IV quality are illustrated by Monte Carlo simulations. Overall, with respect to bias and IV strength, GMM …
Persistent link: https://www.econbiz.de/10010785528
Cover Image
Panel Data Dynamics and Measurement Errors: GMM Bias, IV Validity and Model Fit – A Monte Carlo Study
Biørn, Erik; Han, Xuehui - Økonomisk institutt, Universitetet i Oslo - 2012
memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators …
Persistent link: https://www.econbiz.de/10010819019
Cover Image
Panel data dynamics with mis-measured variables: modeling and GMM estimation
Biørn, Erik - In: Empirical Economics 48 (2015) 2, pp. 517-535
Generalized Method of Moments (GMM) estimation is discussed under the joint occurrence of fixed effects and random … measurement errors in an autoregressive panel data model. Finite memory of measurement errors is allowed for. Two GMM …, to illustrate finite sample biases, is considered. Overall, with respect to bias and IV strength, GMM specialization (ii …
Persistent link: https://www.econbiz.de/10011240943
Cover Image
Estimating SUR Systems with Random Coefficients: The Unbalanced Panel Data Case
Biørn, Erik - Økonomisk institutt, Universitetet i Oslo - 2012
A system of regression equations (SURE) for analyzing panel data with random heterogeneity in intercepts and coefficients, and unbalanced panel data is considered. A Maximum Likelihood (ML) procedure for joint estimation of all parameters is described. Since its implementation for numerical...
Persistent link: https://www.econbiz.de/10010785522
Cover Image
An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt
Lechner, Michael; Eichler, Martin - Institute for the Study of Labor (IZA) - 1999
In East Germany, active labour market policies (ALMPs) are used on a large scale to contain fast rising unemployment after unification. This paper evaluates the effects for participants in public employment programmes (PEPs), that are an important part of ALMPs. It focuses on individual...
Persistent link: https://www.econbiz.de/10005763788
Cover Image
Quitting behaviour of cigarette smokers. Are there direct effects of a screening program?
Line Bretteville-Jensen, Anne; Biørn, Erik; Selmer, Randi - Økonomisk institutt, Universitetet i Oslo - 2011
This paper aims at i) providing effect estimates of a wide range of covariates and traditional policy means to increase the smoking cessation rate, ii) offering evidence on alternative interventions for health authorities, and iii) examining and comparing three groups of smokers with varying...
Persistent link: https://www.econbiz.de/10009003118
Cover Image
Identifying Trend and Age Effects in Sickness Absence from Individual Data: Some Econometric Problems
Biørn, Erik - Økonomisk institutt, Universitetet i Oslo - 2010
When using data from individuals who are in the labour force to disentangle the empirical relevance of cohort, age and time effects for sickness absence, the inference may be biased, affected by sorting-out mechanisms. One reason is unobserved heterogeneity potentially affecting both health...
Persistent link: https://www.econbiz.de/10008800757
Cover Image
What Motivates Farm Couples to Seek Off-farm Labour? A Logit Analysis of Job Transitions
Biørn, Erik; Bjørnsen, Hild-Marte - Økonomisk institutt, Universitetet i Oslo - 2013
In this paper some labour market consequences of transitions in the agriculture sector are examined by combining a 20-year unbalanced panel data set from Norwegian farm couples (households) and logit modeling of one-period transition probabilities. The multi-dimensionality of the problem follows...
Persistent link: https://www.econbiz.de/10010785514
Cover Image
Identifying Age-Cohort-Time Effects, Their Curvature and Interactions from Polynomials: Examples Related to Sickness Absence
Biørn, Erik - Økonomisk institutt, Universitetet i Oslo - 2013
In the paper is considered identification of coefficients in equations explaining a continuous variable, say the number of sickness absence days of an individual per year, by cohort, time and age, subject to their definitional identity. Extensions of a linear equation to polynomials, including...
Persistent link: https://www.econbiz.de/10010785532
Cover Image
Age-Cohort-Time Effects in Sickness Absence: Exploring a Large Data Set by Polynomial Regression
Biørn, Erik - Økonomisk institutt, Universitetet i Oslo - 2013
Identification of equations explaining a continuous variable, e.g., the length of sickness absence spells, by age, cohort and time (ACT), subject to their definitional identity is reconsidered. Various extensions of a linear equation to polynomials are explored. If no interactions between the...
Persistent link: https://www.econbiz.de/10010785538