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Synthetic Difference-in-Differences Estimation
Clarke, Damian; Pailañir, Daniel; Athey, Susan; … - 2023
In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances where treatment effects on some particular policy or...
Persistent link: https://www.econbiz.de/10014261980
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Synthetic difference-in-differences estimation
Clarke, Damian; Pailañir, Daniel; Athey, Susan; … - 2023
In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances where treatment effects on some particular policy or...
Persistent link: https://www.econbiz.de/10013540490
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Consistent estimation, model selection and averaging of dynamic panel data models with fixed effect
Li, Guangjie (contributor) - 2009
In the context of an autoregressive panel data model with fixed effect, we examine the relationship between consistent parameter estimation and consistent model selection. Consistency in parameter estimation is achieved by using the tansformation of the fixed effect proposed by Lancaster (2002)....
Persistent link: https://www.econbiz.de/10003817214
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Finite sample correction factors for panel cointegration tests
Hlouskova, Jaroslava; Wagner, Martin - 2009
Persistent link: https://www.econbiz.de/10003931103
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Estimation of linear dynamic panel data models with time-invariant regressors : conference paper
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This version: May 6, 2013
further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …
Persistent link: https://www.econbiz.de/10010342822
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The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - 2007
components are considered. -- cross-sectional dependence ; estimator ; panel cointegration ; simulation study ; test …
Persistent link: https://www.econbiz.de/10009736650
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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 … important determinants of participation, while race is much less important. -- Initial conditions ; missing data ; simulation …
Persistent link: https://www.econbiz.de/10003824296
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The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - 2007
Persistent link: https://www.econbiz.de/10003510803
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Judging contending estimators by simulation : tournaments in dynamic panel data models
Kiviet, J. F. - 2005
their performance in simulation experiments. This leads to a list of eight methodologic aspirations. Against their … background we criticize aspects of many simulation studies that have been used in the past to compare competing estimators for … simulation design inspired by an analysis of the (non-)invariance properties of estimators and occasionally by available higher …
Persistent link: https://www.econbiz.de/10011348362
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Judging Contending Estimators by Simulation : Tournaments in Dynamic Panel Data Models
Kiviet, Jan F. - 2006
their performance in simulation experiments. This leads to a list of eight methodologic aspirations. Against their … background we criticize aspects of many simulation studies that have been used in the past to compare competing estimators for … simulation design inspired by an analysis of the (non-)invariance properties of estimators and occasionally by available higher …
Persistent link: https://www.econbiz.de/10014060519