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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296
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Dynamic panel probit models for current account reversals and their efficient estimation
Liesenfeld, Roman (contributor);  … - 2007
We use panel probit models with unobserved heterogeneity and serially correlated errors in order to analyze the determinants and the dynamics of current-account reversals for a panel of developing and emerging countries. The likelihood evaluation of these models requires high-dimensional...
Persistent link: https://www.econbiz.de/10003468914
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Sauer, Robert M.; Keane, Michael P. - 2007
Persistent link: https://www.econbiz.de/10003553298
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State dependence and heterogeneity in health using a bias corrected fixed effects estimator
Carro, Jesus M.; Traferri, Alejandra - 2011
Persistent link: https://www.econbiz.de/10009382388
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A Control Function Approach To Estimating Dynamic Probit Models With Endogenous Regressors, With An Application To the Study of Poverty Persistence in China
Murtazashvili, Irina - 2010
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. This approach is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome....
Persistent link: https://www.econbiz.de/10011394694
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A new view on panel econometrics : is probit feasible after all?
Praag, Bernard M. S. van - 2015
we demonstrate that in this extended setup Probit estimation on panel data sets does not pose a specific problem. The …
Persistent link: https://www.econbiz.de/10011336953
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A new view on panel econometrics : is probit feasible after all?
Praag, Bernard M. S. van - 2015
Section 4 we demonstrate that in this extended setup Probit - estimation on panel data sets does not pose a specific problem …
Persistent link: https://www.econbiz.de/10011337153
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Bayesian estimation of panel data fractional response models with endogeneity : an application to standardized test rates
Kessler, Lawrence M.; Munkin, Murat K. - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 81-114
Persistent link: https://www.econbiz.de/10011317665
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A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China
Giles, John T.; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. Such a model is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome. In...
Persistent link: https://www.econbiz.de/10009629773