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This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected and active cases for single as well as multigroup epidemic models. These moment conditions are used to investigate...
Persistent link: https://www.econbiz.de/10012313564
Persistent link: https://www.econbiz.de/10013206340
This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected and active cases for single as well as multigroup epidemic models. These moment conditions are used to investigate...
Persistent link: https://www.econbiz.de/10012425601
Persistent link: https://www.econbiz.de/10001663894
This paper proposes an exponential class of dynamic binary choice panel data models for the analysis of short T (time dimension) large N (cross section dimension) panel data sets that allows for unobserved heterogeneity (fixed effects) to be arbitrarily correlated with the covariates. The paper...
Persistent link: https://www.econbiz.de/10013000727
This paper contributes to the GMM literature by introducing the idea of self-instrumenting target variables instead of searching for instruments that are uncorrelated with the errors, in cases where the correlation between the target variables and the errors can be derived. The advantage of the...
Persistent link: https://www.econbiz.de/10012946881
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao, Pesaran, and Tahmiscioglu (2002) to the case where the errors are crosssectionally heteroskedastic. This extension is not trivial due to the incidental parameters problem that...
Persistent link: https://www.econbiz.de/10013105008
This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be arbitrarily correlated with covariates. The model is of the exponential type. We derive moment conditions that enable us to eliminate the unobserved heterogeneity term and at the same...
Persistent link: https://www.econbiz.de/10013089182
sample evidence obtained by means of Monte Carlo simulations. On the empirical side, using data on a sample of 40 countries …
Persistent link: https://www.econbiz.de/10013071384
sample evidence obtained by means of Monte Carlo simulations. On the empirical side, using data on a sample of 40 countries …
Persistent link: https://www.econbiz.de/10013072764