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A GMM-based test for normal disturbances of the Heckman sample selection model

Pfaffermayr, Michael - In: Econometrics : open access journal 2 (2014) 4, pp. 151-168

The Heckman sample selection model relies on the assumption of normal and homoskedastic disturbances. However, before considering more general, alternative semiparametric models that do not need the normality assumption, it seems useful to test this assumption. Following Meijer and Wansbeek...

Persistent link: https://www.econbiz.de/10010417177

Confidence intervals for the trade cost parameters of cross-section gravity models

Pfaffermayr, Michael - In: Economics letters 201 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012607087

Constrained Poisson pseudo maximum likelihood estimation of structural gravity models

Pfaffermayr, Michael - In: International economics : a journal published by CEPII … 161 (2020), pp. 188-198

Persistent link: https://www.econbiz.de/10012642543

Gravity models, PPML estimation and the bias of the robust standard errors

Pfaffermayr, Michael - In: Applied economics letters 26 (2019) 18, pp. 1467-1471

Persistent link: https://www.econbiz.de/10012204822

Trade creation and trade diversion of economic integration agreements revisited : a constrained panel pseudo-maximum likelihood approach

Pfaffermayr, Michael - In: Review of world economics 156 (2020) 4, pp. 985-1024

Persistent link: https://www.econbiz.de/10012433882

Cross-sectional gravity models, PPML estimation, and the bias correction of the two-way cluster-robust standard errors

Pfaffermayr, Michael - In: Oxford bulletin of economics and statistics 85 (2023) 5, pp. 1111-1134

Persistent link: https://www.econbiz.de/10014362890

The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord panel model

Mutl, Jan; Pfaffermayr, Michael - 2008

Persistent link: https://www.econbiz.de/10003776267

Estimating models of complex FDI : are there third-country effects?

Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Journal of econometrics 140 (2007) 1, pp. 260-281

Persistent link: https://www.econbiz.de/10003579964

The Hausman test in a Cliff and Ord panel model

Mutl, Jan; Pfaffermayr, Michael - In: The econometrics journal 14 (2011) 1, pp. 48-76

Persistent link: https://www.econbiz.de/10009007598

Structural estimation of gravity models with path-dependent market entry

Egger, Peter; Pfaffermayr, Michael - 2011

Persistent link: https://www.econbiz.de/10009260024

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