Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10003428365
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity. These include limited dependent variable models with both unobserved individual effects and endogenous explanatory variables, and sample selection models with...
Persistent link: https://www.econbiz.de/10003540299
This paper investigates the impact of income on an individual's subjective self-assessment of own health. We employ recently developed methods in the non linear panel data literature to account for the endogeneity of income and the presence of individual heterogeneity. We examine a panel data...
Persistent link: https://www.econbiz.de/10010196043
Persistent link: https://www.econbiz.de/10009270615
Persistent link: https://www.econbiz.de/10001382120
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of interest are functionals of these coefficients including linear projections on unit level covariates. We also consider predicted actual and stationary...
Persistent link: https://www.econbiz.de/10013187158
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of interest are functionals of these coefficients including linear projections on unit level covariates. We also consider predicted actual and stationary...
Persistent link: https://www.econbiz.de/10013173197
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity. These include limited dependent variable models with both unobserved individual effects and endogenous explanatory variables, and sample selection models with...
Persistent link: https://www.econbiz.de/10010268162
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity. These include limited dependent variable models with both unobserved individual effects and endogenous explanatory variables, and sample selection models with...
Persistent link: https://www.econbiz.de/10010318527
This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous variables and sample selection bias. Our approach is to derive estimates of the unobserved heterogeneity responsible for the endogeneity/selection bias to include as additional...
Persistent link: https://www.econbiz.de/10012783466