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In this paper, we perform an extensive Monte Carlo study of the finite sample properties of different estimators for panel data sample selection models. The estimators investigated are various two-step estimators and maximum likelihood estimators with simultaneous equations for the...
Persistent link: https://www.econbiz.de/10005439925
In this paper, we perform an extensive Monte Carlo study of the finite sample properties of different estimators for panel data sample selection models. The estimators investigated are various two-step estimators and maximum likelihood estimators with simultaneous equations for the samle...
Persistent link: https://www.econbiz.de/10005652444
Persistent link: https://www.econbiz.de/10001683699
Persistent link: https://www.econbiz.de/10001638252
In this paper, we perform an extensive Monte Carlo study of the finite sample properties of different estimators for panel data sample selection models. The estimators investigated are various two-step estimators and maximum likelihood estimators with simultaneous equations for the...
Persistent link: https://www.econbiz.de/10014120716
Persistent link: https://www.econbiz.de/10012409869
Persistent link: https://www.econbiz.de/10005331656
In this paper, we provide new evidence on how to model unemployment durations in the presence of temporary layoffs. Two different types of econometric models are used: the multiple phase duration model and the competing risks model. Special attention is paid to the possibility of time-varying or...
Persistent link: https://www.econbiz.de/10005382437
Persistent link: https://www.econbiz.de/10001415827
Persistent link: https://www.econbiz.de/10001598723