We propose an estimator for models in which an endogenous dichotomous treatment affects a count outcome in the presence of either sample selection or endogenous participation using maximum simulated likelihood. We allow for the treatment to have an effect on both the participation or the sample...

I report on a study of the socioeconomic determinants of completed fertility in Mexico. An innovative Poisson double-hurdle count model is developed for the analysis. This methodological approach allows low- and high-order parities to be determined by two different data-generating mechanisms and...

We propose an estimator for models in which an endogenous dichotomous treatment affects a count outcome in the presence of either sample selection or endogenous participation using maximum simulated likelihood. We allow for the treatment to have an effect on both the participation or the sample...

In this talk, I will discuss the main methodological features of the bivariate dynamic probit model for panel data. I will present an example using simulated data, giving special emphasis to the initial conditions problem in dynamic models and the difference between true and spurious state...

Survey data comes often as a plain table containing cryptic variable names, numbers, and letters. To make sense of the data, the researcher is given a questionnaire or a code book that contains a list of variable names, their description, and an interpretation of the values (either a number or a...

In this presentation we define two qualitatitive response models: 1) Selection Endogenous Dummy Ordered Probit model (SED-OP); 2) a Selection Endogenous Dummy Dynamic Selection Ordered Probit model (SED- DOP). The SED-OP model is a three-equation model constituted of an endogenous dummy...

Three different methods have been suggested in the econometrics literature to deal with the initial conditions problem in dynamic Probit models for panel data. Heckman (1981) suggest to approximate the reduced form marginal probability of the initial state with a Probit model and allow free...

Studying behaviour in economics, sociology, and statistics often involves fitting a model in which the outcome is an ordinal response which is only observed for a subsample of subjects. (For example, questions about health satisfaction in a survey might be asked only of respondents who have a...