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A computationally practical simulation estimator for panel data, with applications to labor supply and real wage movement over the business cycle

Keane, Michael P. - 1989

Persistent link: https://www.econbiz.de/10000770952

Panel data discrete choice models of consumer demand

Keane, Michael P. - In: The Oxford handbook of panel data, (pp. 548-582). 2015

Persistent link: https://www.econbiz.de/10010472589

Nominal contracting theories of unemployment : evidence from panel data

Keane, Michael P. - 1990

Persistent link: https://www.econbiz.de/10000790806

Sectoral shift theories of unemployment : evidence from panel data

Keane, Michael P. - 1990

Persistent link: https://www.econbiz.de/10000790807

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 models with unobserved endogenous state variables. The new approach can easily deal with the commonly encountered and widely discussed "initial conditions problem," as well as the...