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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 … effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …
Persistent link: https://www.econbiz.de/10009236781
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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 … effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …
Persistent link: https://www.econbiz.de/10009125046
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Panel data with measurement errors : instrumental variables and GMM procedures combining levels and differences
Biørn, Erik - 1998
The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …
Persistent link: https://www.econbiz.de/10011518479
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - 2012
compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …
Persistent link: https://www.econbiz.de/10009409345
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Estimating and testing a quantile regression model with interactive effects
Harding, Matthew; Lamarche, Carlos - 2012
This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …
Persistent link: https://www.econbiz.de/10009581319
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - 2012
. -- panel cointegration ; fully modified ordinary least squares ; fully modified seemingly unrelated regression ; dynamic …
Persistent link: https://www.econbiz.de/10009544380
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A Dynamic Ordered Logit Model With Fixed Effects
Muris, Chris - 2020
We study a fixed-T panel data logit model for ordered outcomes that accommodates fixed effects and state dependence. We … determinants of self-reported health in a panel of European countries over the period 2003-2016. We find that: (i) that the auto …
Persistent link: https://www.econbiz.de/10012825776
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Pseudo Conditional Maximum Likelihood Estimation of the Dynamic Logit Model for Binary Panel Data
Bartolucci, Francesco - 2010
We show how the dynamic logit model for binary panel data may be approximated by a quadratic exponential model. Under …
Persistent link: https://www.econbiz.de/10012717102
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Identification and estimation of thresholds in the fixed effects ordered logit model
Baetschmann, Gregori - 2011 - This version: November 11, 2011
application to the effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity …
Persistent link: https://www.econbiz.de/10009740586
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Early warning system of government debt crises
Dreger, Christian; Cholodilin, Konstantin Arkadʹevič - 2018
The European debt crisis has revealed serious deficiencies and risks on a proper functioning of the monetary union. Against this backdrop, early warning systems are of crucial importance. In this study that focuses on euro area member states, the robustness of early warning systems to predict...
Persistent link: https://www.econbiz.de/10011803028