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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
This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …
Persistent link: https://www.econbiz.de/10013472343
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
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
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
household disposable income; there is also a further case of missingness confronting household panel surveys that potentially … appropriate correction. Using data from more than twenty waves of the German Socio-Economic Panel (SOEP) we evaluate four …
Persistent link: https://www.econbiz.de/10011600932
panel designers unaware of the breadth of their options and forcing them to makead hoc decisions. In particular, to what … ever expanding panel because even wide following rules do not typically exceed attrition. …
Persistent link: https://www.econbiz.de/10011600989
congruence of time use information assessed through retrospective questionnaires and through experience sampling methodology. The … allocation. In addition, a mobile-phone based experience sampling technology was used over a period of three weeks to obtain …. Experience sampling assessments were scheduled six times a day over at least nine days, including workdays, Saturdays, andSundays …
Persistent link: https://www.econbiz.de/10011601032
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Persistent link: https://www.econbiz.de/10011475328