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In this paper, we consider estimation of discrete response models exhibiting conditional heteroskedasticity of a multiplicative form, where the latent error term is assumed to be the product of an unknown scale function and a homoskedastic error term. It is first shown that for estimation of the...
Persistent link: https://www.econbiz.de/10009475499
This dissertation is a collection of three essays that cover issues in poverty analysis. The first essay (Partial Identification of PovertyMeasures with Contaminated and Corrupted Data) applies a partial identification approach to poverty measurement when data errors arenon-classical in the...
Persistent link: https://www.econbiz.de/10009466163
semiparametric binary choice and duration panel data models. The first chapter provides a framework for estimating large … several large-scale Monte Carlo experiments. The second chapter considers semiparametric panel data binary choice and … first to a fixed effects binary choice panel data model where we obtain a sharp characterization of the identified set and …
Persistent link: https://www.econbiz.de/10009475441
We propose inference procedures for partially identified population features for which the population identification region can be written as a transformation of the Aumann expectation of a properly defined set valued random variable (SVRV). An SVRV is a mapping that associates a set (rather...
Persistent link: https://www.econbiz.de/10009475491
methods, namely cross-sectional pooled regression, static and dynamic panel data regression, and quantile regression to … approach cannot measure firms’ diversity. This finding implies that average model results (e.g., from OLS or panel data models … decisions are the same for all firms in the economy is clearly unrealistic.Using the dynamic panel data model, this thesis …
Persistent link: https://www.econbiz.de/10009465980
analyzes. For this purpose, a (dynamic) panel-regression technique is used to characterize the properties of current account …
Persistent link: https://www.econbiz.de/10009476893
This dissertation consists of three essays, first two of which consider a new estimation method of dynamic panel data …) estimation of dynamic panel data models, which provide great flexibility to empirical researchers. EL estimation method is shown … to have great advantages in usual settings, however little is known on the relative merits of these estimators in panel …
Persistent link: https://www.econbiz.de/10009431178
estimar modelos dinámicos de panel con efectos fijos y regresores endógenos. Sin embargo, dicho estimador puede presentar … sesgos cuando el número de unidades del panel (N) es pequeño, especialmente si las variables bajo análisis son persistentes …
Persistent link: https://www.econbiz.de/10012530541
Longitudinal panel studies of large, random samples of business start-ups captured at the pre-operational stage allow …
Persistent link: https://www.econbiz.de/10009438227
In the developed world the importance of evidence-based policy is increasingly recognised. Panel studies – a long … gather information about the same people or communities over a number of years. Panel studies distinguish between transitory … starting panel studies. This paper identifies challenges that arise in panel studies and shows possible ways to address them …
Persistent link: https://www.econbiz.de/10009441485