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The Importance of Sample Attrition in Life Cycle Labor Supply Estimation
Kniesner, Thomas J.; Ziliak, James P. - 1997
nonattriters and variable addition testing based on formal models of attrition. Results from the Panel Study of Income Dynamics are …
Persistent link: https://www.econbiz.de/10014184367
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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic …: dynamic simultaneous equations models incorporating error-components structures, and autoregressive quantile models. The … sampling inherent in survey longitudinal data, (3) incorporation of predetermined variables in estimation, and (4 …
Persistent link: https://www.econbiz.de/10014024953
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Earnings assimilation of immigrants in Germany : the importance of heterogeneity and attrition bias
Fertig, Michael; Schurer, Stefanie - 2007
Heterogeneity in the ethnic composition of Germany's immigrant population renders general conclusions on the degree of economic integration difficult. Using a rich longitudinal data-set, this paper tests for differences in economic assimilation profiles of four entry cohorts of foreign-born...
Persistent link: https://www.econbiz.de/10011630024
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Combining panel data sets with attrition and refreshment samples
Hirano, Keisuke; Imbens, Guido; Ridder, Geert; Rubin, … - 1998
estimation of conventional models moreprecise. In this paper we develop a family of models thatincorporate refreshment samples …, and we demonstrate in an applicationto a Dutch data set on travel behaviour that such models can lead tosubstantially … different results than models that assume that themissing data process is ignorable or conventional econometric modelsfor panel …
Persistent link: https://www.econbiz.de/10011283469
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To pool or not to pool : revisited
Pesaran, M. Hashem; Zhou, Qiankun - 2015
coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed …
Persistent link: https://www.econbiz.de/10011283819
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Endogeneity and non-response bias in treatment evaluation : nonparametric identification of causal effects by instruments
Fricke, Hans; Frölich, Markus; Huber, Martin; Lechner, … - 2015
This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the treatment and a continuous instrument for...
Persistent link: https://www.econbiz.de/10011348296
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The accuracy of inference in small samples of dynamic panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2001
data models whenboth the time-series and cross-section dimensions of the data set aresmall. The LSDV technique and …
Persistent link: https://www.econbiz.de/10011313931
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Treatment evaluation with multiple outcome periods under endogeneity and attrition
Frölich, Markus; Huber, Martin - 2014
This paper develops a nonparametric methodology for treatment evaluation with multiple outcome periods under treatment endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate) outcomes to identify the average treatment...
Persistent link: https://www.econbiz.de/10010249397
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A GMM-based test for normal disturbances of the Heckman sample selection model
Pfaffermayr, Michael - In: Econometrics : open access journal 2 (2014) 4, pp. 151-168
considering more general, alternative semiparametric models that do not need the normality assumption, it seems useful to test …
Persistent link: https://www.econbiz.de/10010417177
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The determinants of health care expenditure : testing pooling restrictions in small samples
Herwartz, Helmut; Theilen, Bernd - 2000
Healthcare expenditure has increased substantially in all western industrialized countries in the last decades. The necessity to contain the increase in health care expenditure has motivated the Analysis of its determinants to explain differences across countries and health systems. However,...
Persistent link: https://www.econbiz.de/10009612045