variables with the error term. A common solution in this setting is to use Instrumental-Variable (IV) estimation in the spirit …

variables with the error term. A common solution in this setting is to use Instrumental-Variable (IV) estimation in the spirit …

with argument equal to the "normit" of a consistent estimation of the conditional probability of being observed given … finite samples. As a "side effect" the authors utilize the enlarged pseudo panel to provide a GMM consistent estimation of …

One of the oldest and largest literatures in empirical economics is concerned with the estimation of demand and supply … structure of the data. This chapter is concerned with a host of issues that arise with the estimation of such models, respecting … their panel econometric generic structure. The issues covered range from the estimation of double-indexed versus higher …

model is defactored by the extracted factors from the residuals of the _rst step estimation and subsequently obtain the _nal …

estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped …

This paper considers estimation methods and inference for linear dynamic panel data models with unit …-invariant variables in a dynamic version of the Hausman and Taylor (1981) model. We propose a two-stage estimation procedure to identify … errors are adjusted to take into account the first-stage estimation uncertainty. As potential first-stage estimators we …

estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped …