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Robust priors in nonlinear panel data models

Arellano, Manuel (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003434189

Robust priors in nonlinear panel data models

Arellano, Manuel (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003525314

Functional differencing

Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1337-1385

Persistent link: https://www.econbiz.de/10009629528

Identifying distributional characteristics in random coefficients panel data models

Arellano, Manuel; Bonhomme, Stéphane - In: The review of economic studies 79 (2012) 3, pp. 987-1020

Persistent link: https://www.econbiz.de/10009613914

Robust priors in nonlinear panel data models

Arellano, Manuel; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 2, pp. 489-536

Persistent link: https://www.econbiz.de/10003841264

Quantile selection models : with an application to understanding changes in wage inequality

Arellano, Manuel; Bonhomme, Stéphane - 2015

We propose a method to correct for sample selection in quantile regression models. Selection is modelled via the cumulative distribution function, or copula, of the percentile error in the outcome equation and the error in the participation decision. Copula parameters are estimated by minimizing...

Persistent link: https://www.econbiz.de/10011405705