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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

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

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

Specification and estimation of random effects models with serial correlation of general form

Skoglund, Jimmy (contributor); Karlsson, Sune (contributor) - 2001 - [Elektronische Ressource]

This paper is concerned with maximum likelihood based inference in random effects models with serial correlation …

Persistent link: https://www.econbiz.de/10001600058

Scaled and Adjusted Restricted Tests in Multi Sample Analysis of Moment Structures

Satorra, Albert - 2001

We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the...

Persistent link: https://www.econbiz.de/10014179647

Finite Sample Inference for GMM Estimators in Linear Panel Data Models

Bond, Stephen; Windmeijer, Frank - 2002

We compare the finite sample performance of a range of tests of linear restrictions for linear panel data models …

Persistent link: https://www.econbiz.de/10014116826

A Comparison of Different Estimators for Panel Data Sample Selection Models

Jensen, Peter; Rosholm, Michael; Verner, Mette - 2002

panel data sample selection models. The estimators investigated are various two-step estimators and maximum likelihood …

Persistent link: https://www.econbiz.de/10014120716

Nonignorable Attrition in Multi-Period Panels with Refreshment Samples

Hoonhout, Pierre - 2017

In panel surveys, some observation units drop out before the end of the observation period. This panel attrition should not be ignored if it is related to the variables of interest. Hirano, Imbens, Ridder and Rubin propose the Additively Nonignorable (AN) attrition model to correct for the...

Persistent link: https://www.econbiz.de/10012949901

Incidental Parameters, Initial Conditions and Sample Size in Statistical Inference for Dynamic Panel Data Models

Hsiao, Cheng - 2018

models with the presence of individual-specific effects. We show that a properly specified quasi-likelihood estimator (QMLE …

Persistent link: https://www.econbiz.de/10012921781

Chapter 75 The Econometrics of Data Combination

Ridder, Geert; Moffitt, Robert - In: Handbook of econometrics : volume 6B, (pp. 5469-5547). 2007

the estimation of economic models that involve these variables or a subset thereof. Sometimes the goal is to reduce biases …

Persistent link: https://www.econbiz.de/10014024940