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Informal Sector in GDP : A Panel Estimation Method
Kansara, Nitesh; Basak, Gopal K.; Das, Pranab Kumar - 2021
Estimation of the activities of the informal sector in an economy poses a serious problem for obtaining a correct … has tried to solve the problem of estimation of the informal sector using the method of latent variables. The standard … approach is generally aims to estimate for a single point. The present paper aims to model the statistical estimation of …
Persistent link: https://www.econbiz.de/10013237863
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Estimating ordered categorical variables using panel data : a generalized ordered probit model with an autofit procedure
Pfarr, Christian; Schmid, Andreas; Schneider, Udo - 2010
Estimation procedures for ordered categories usually assume that the estimated coefficients of independent variables do … Williams (gologit2) with the random effects estimation command regoprob by Stefan Boes. …
Persistent link: https://www.econbiz.de/10011524774
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Fixed-effects estimation of the linear discrete-time hazard model : an adjusted first-differences estimator
Tauchmann, Harald - 2019
This paper shows that popular linear fixed-effects panel-data estimators (first-differences, within-transformation) are biased and inconsistent when applied in a discrete-time hazard setting, that is, one with the outcome variable being a binary dummy indicating an absorbing state, even if the...
Persistent link: https://www.econbiz.de/10012120020
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Estimation of random coefficients logit demand models with interactive fixed effects
Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2017 - This version: February 15, 2017
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coeffcients discrete-choice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...
Persistent link: https://www.econbiz.de/10011603891
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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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Distribution free estimation of spatial autoregressive binary choice panel data models
Arduini, Tiziano - 2016
panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …
Persistent link: https://www.econbiz.de/10011705647
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How important is methodology for the estimates of the determinants of happiness?
Ferrer-i-Carbonell, Ada; Frijters, Paul - 2002
Psychologists and sociologists usually interpret answers to happiness surveys as cardinal and comparableacross respondents (Kahneman et al. 1999). As a result, these social scientists run OLS regressionson happiness and changes in happiness. Economists, on the other hand, usually only assume...
Persistent link: https://www.econbiz.de/10011326407
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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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Consistent estimation of the fixed effects ordered logit model
Baetschmann, Gregori; Staub, Kevin E.; Winkelmann, Rainer - 2011
The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and studies the sampling properties of these estimators in a series of Monte Carlo simulations. There are two main findings. First, we show that some of the estimators used in the...
Persistent link: https://www.econbiz.de/10009125046