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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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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Sauer, Robert M.; Keane, Michael P. - 2007
Persistent link: https://www.econbiz.de/10003553298
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A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China
Giles, John T.; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10009629773
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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. - In: International economic review 51 (2010) 4, pp. 925-958
Persistent link: https://www.econbiz.de/10008934252
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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003866056
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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji (contributor);  … - 2007
simple simulation experiments. -- Dynamic discrete choice models ; initial conditions ; dynamic probit ; panel data …
Persistent link: https://www.econbiz.de/10003557347
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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji; Stewart, Mark B. - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 659-681
Persistent link: https://www.econbiz.de/10003875189
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A bayesian approach to model-based clustering for panel probit models
Aßmann, Christian; Boysen-Hogrefe, Jens - 2009
latent heterogeneity for panel probit models. Within a Bayesian framework an estimation algorithm dealing with the inherent … arise within the considered model setup and are directly at hand within Bayesian estimation via MCMC methodology. An … provides the preferred model specification compared to a pooled and a random coefficient specification. -- Bayesian Estimation …
Persistent link: https://www.econbiz.de/10003828216
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Almost consistent estimation of panel probit models with "small" fixed effects
Laisney, François; Lechner, Michael - In: Econometric reviews 22 (2003) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001749173