upper and lower bounds of ratings. Parametric and semi-parametric estimation is discussed. An application investigates the … impairments, using data from the German Socio-Economic Panel. We compare our new approach to modeling ratings with ordinary least …

effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …

effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …

the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we …In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to …, Blundell and Bonhomme (2017). Our focus is on the estimation of consumption responses to persistent nonlinear income shocks in …

The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …) bias in β^. We add to this literature in two important ways. First, we focus on estimation of the fixed effects proper, as …

autoregressive panel series. It considers the use of the system GMM estimator that relies on relatively mild restrictions on the … sample bias. An application to panel production function data for the US is provided and confirms these theoretical and …

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … and asset data in recent waves of the Panel Study of Income Dynamics, we find nonlinear persistence and conditional …