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Robust estimation and inference in panels with interactive fixed effects

Armstrong, Timothy B.; Weidner, Martin; Zeleneev, Andrei - 2023

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We show that previously developed estimators and confidence intervals (CIs) might be heavily biased and size-distorted when some of the factors are weak. We...

Persistent link: https://www.econbiz.de/10014480692

Linear panel regression models with non-classical measurement error: An application to investment equations

Hayakawa, Kazuhiko; Yamagata, Takashi - 2022

This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …

Persistent link: https://www.econbiz.de/10013472343

Who Creates Jobs? Estimating Job Creation Rates at the Firm Level

Huber, Peter; Oberhofer, Harald; Pfaffermayr, Michael - 2012

This paper shows that applying simple employment-weighted OLS estimation to Davis - Haltiwanger - Schuh (1996) firm level job creation rates taking the values 2 and -2 for entering and exiting firms, respectively, provides biased and inconsistent parameter estimates. Consequently, we argue that...

Persistent link: https://www.econbiz.de/10011435361

A Selection Model for Panel Data: The Prospects of Green Party Support

Spiess, Martin; Kroh, Martin - In: Political Analysis 18 (2010) 2, pp. 172-188

estimating equation approach to panel data selection models, considering binary responses in both equations. We demonstrate the … utility of this model by a simulation study and by analyzing highly unbalanced annual panel data taken from the German Socio …-Economic Panel Study covering two decades of Green party support. …

Persistent link: https://www.econbiz.de/10010319366

Rescaled Additively Non-ignorable (RAN) Model of Attrition and Substitution

Tunali, Insan; Ekinci, Emre; Yavuzoglu, Berk - 2012

efforts that have a short panel component. Our modification yields a convenient semi-parametric bias correction framework for …

Persistent link: https://www.econbiz.de/10010500221

SOEP-Core - 2018: Sampling, nonresponse, and weighting in Sample O

Steinhauer, Hans Walter; Kroh, Martin; Goebel, Jan - 2020

This paper provides details on the sampling design, field results and nonresponse, as well as population adjustments … for the 2018 Sample O of the Socio-Economic Panel (SOEP). Sample O refreshes the SOEPCore sample by adding the residents … novel sampling approach integrating grid level census counts on the population and georeferenced building addresses. The …

Persistent link: https://www.econbiz.de/10012227403

SOEP-Core v35: Documentation of sample sizes and panel attrition in the German Socio-Economic Panel (SOEP) (1984 until 2018)

Siegers, Rainer; Belcheva, Veronika; Silbermann, Tobias - 2020

Persistent link: https://www.econbiz.de/10012227404

Gewichtung der SOEP-CoV-Studie 2020

Siegers, Rainer; Steinhauer, Hans Walter; Zinn, Sabine - 2020

Stichprobe setzt sich aus einer zufälligen Auswahl von knapp 12.000 Haushalten aus dem SozioOekonomischen Panel (SOEP) zusammen …

Persistent link: https://www.econbiz.de/10012270869

Weighting the SOEP-CoV study 2020

Siegers, Rainer; Steinhauer, Hans Walter; Zinn, Sabine - 2021

This paper details the sampling design, results from the field, analysis of selectivities, as well as raking procedures … used in the SOEP-CoV study. The sample consists of a random selection of 12,000 households in the Socio-Economic Panel …

Persistent link: https://www.econbiz.de/10012549990

Zehn Jahre Sozio-Oekonomisches Panel (SOEP)

In: Vierteljahrshefte zur Wirtschaftsforschung 62 (1993) 1/2, pp. 27-42

Persistent link: https://www.econbiz.de/10011475318