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A Collective Retirement Model : Identification and Estimation in the Presence of Externalities
Michaud, Pierre-Carl; Vermeulen, Frederic - 2021
We study the labor supply dynamics of elderly couples by means of a structural collective model. The model allows for general externalities with respect to spouses' leisure. Preferences and the intrahousehold bargaining process are identified by using panel data with couples and individuals who...
Persistent link: https://www.econbiz.de/10013319058
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Bayesian procedures as a numerical tool for the estimation of dynamic discrete choice models
Haan, Peter; Kemptner, Daniel; Uhlendorff, Arne - 2012
Dynamic discrete choice models usually require a general specification of unobserved heterogeneity. In this paper, we apply Bayesian procedures as a numerical tool for the estimation of a female labor supply model based on a sample size which is typical for common household panels. We provide...
Persistent link: https://www.econbiz.de/10010282308
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Bayesian procedures as a numerical tool for the estimation of dynamic discrete choice models
Haan, Peter; Kemptner, Daniel; Uhlendorff, Arne - 2012
Dynamic discrete choice models usually require a general specification of unobserved heterogeneity. In this paper, we apply Bayesian procedures as a numerical tool for the estimation of a female labor supply model based on a sample size which is typical for common household panels. We provide...
Persistent link: https://www.econbiz.de/10009579233
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Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models
Haan, Peter - 2012
Dynamic discrete choice models usually require a general specification of unobserved heterogeneity. In this paper, we apply Bayesian procedures as a numerical tool for the estimation of a female labor supply model based on a sample size which is typical for common household panels. We provide...
Persistent link: https://www.econbiz.de/10013106296
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Bayesian procedures as a numerical tool for the estimation of dynamic discrete choice models
Haan, Peter; Kemptner, Daniel; Uhlendorff, Arne - 2012
Dynamic discrete choice models usually require a general specification of unobserved heterogeneity. In this paper, we apply Bayesian procedures as a numerical tool for the estimation of a female labor supply model based on a sample size which is typical for common household panels. We provide...
Persistent link: https://www.econbiz.de/10009537623
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Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models
Haan, Peter; Kemptner, Daniel; Uhlendorff, Arne - 2012
Dynamic discrete choice models usually require a general specification of unobserved heterogeneity. In this paper, we apply Bayesian procedures as a numerical tool for the estimation of a female labor supply model based on a sample size which is typical for common household panels. We provide...
Persistent link: https://www.econbiz.de/10014040716
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Interpretation and semiparametric efficiency in quantile regression under misspecification
Lee, Ying-ying - In: Econometrics : open access journal 4 (2016) 1, pp. 1-14
Allowing for misspecification in the linear conditional quantile function, this paper provides a new interpretation and the semiparametric efficiency bound for the quantile regression parameter β ( τ ) in Koenker and Bassett (1978). The first result on interpretation shows that under a...
Persistent link: https://www.econbiz.de/10011411323
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Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, J. F.; Pleus, Milan; Poldermans, Rutger - In: Econometrics : open access journal 5 (2017) 1, pp. 1-54
Studies employing Arellano-Bond and Blundell-Bond generalized method of moments (GMM) estimation for linear dynamic panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between many different possible implementations of these...
Persistent link: https://www.econbiz.de/10011654182
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Phillips curve is a particular case that economists misinterpret the correlation between two dependent variables for causal relation
Ting, Chao Chiung - In: International journal of economics and finance 10 (2018) 11, pp. 70-94
Persistent link: https://www.econbiz.de/10011949482
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Testing the statistical significance of microsimulation results : often easier than you think ; a technical note
Goedemé, Tim; Van den Bosch, Karel; Salanauskaite, Lina; … - 2013
In the microsimulation literature, it is still uncommon to test the statistical significance of results. In this paper … we argue that this situation is both undesirable and unnecessary. Provided the parameters used in the microsimulation are … exogenous, as is often the case in static microsimulation of the first-order effects of policy changes, simple statistical tests …
Persistent link: https://www.econbiz.de/10010201167