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Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption
Raknerud, Arvid - 2002
This paper discusses identification, estimation and testing in panel data models with attrition. We focus on a … establishes conditions for identification and consistent estimation based on the pseudo likelihood function. It is also shown that …
Persistent link: https://www.econbiz.de/10011968100
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Using Firm Optimization to Evaluate and Estimate Returns to Scale
Gorodnichenko, Yuriy - Institute for the Study of Labor (IZA) - 2008
At the firm level, revenue and costs are well measured but prices and quantities are not. This paper shows that because of these data limitations estimates of returns to scale at the firm level are for the revenue function, not production function. Given this observation, the paper argues that,...
Persistent link: https://www.econbiz.de/10005822822
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Identification of linear panel data models when instruments are not available
Magazzini, Laura; Calzolari, Giorgio - Dipartimento di Scienze Economiche, Facoltà di Economia - 2012
hand side of the equation. By assuming an additive error structure, identification of the model parameters spans from … transformations of the data that wipe out the individual component. We propose an alternative identification strategy, where the …
Persistent link: https://www.econbiz.de/10009645782
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Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments
Hoderlein, Stefan; D'Haultfoeuille, Xavier; Sasaki, Yuya - Department of Economics, Boston College - 2013
This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called …
Persistent link: https://www.econbiz.de/10010820061
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Poor identification and estimation problems in panel data models with random effects and autocorrelated errors
Calzolari, Giorgio; Magazzini, Laura - Dipartimento di Scienze Economiche, Facoltà di Economia - 2009
identification. …
Persistent link: https://www.econbiz.de/10005641892
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Some Challenges in the Empirics of the Effects of Networks
Boucher, Vincent; Fortin, Bernard - Institute for the Study of Labor (IZA) - 2015
, such as preferences, technology and decision processes. We discuss sources of identification for the social multiplier as …
Persistent link: https://www.econbiz.de/10011196642
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Techniques for dealing with reverse causality between institutions and economic performance
Cingolani, Luciana; Crombrugghe, Denis de - United Nations University-Maastricht Economic Research … - 2012
, distributed lags and vector autoregressions (VAR), quasi-experiments, and identification by heteroskedasticity (IH). Ultimately …
Persistent link: https://www.econbiz.de/10010856424
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Filling Out the Instrument Set in Mixed Logit Demand Systems for Aggregate Data
Romeo, Charles J. - 2013
, identification problems often occur in practice. In this paper we introduce the means of included demographics as a new set of …
Persistent link: https://www.econbiz.de/10012056323
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On vector autoregressive modeling in space and time
Giacinto, Valter Di - Banca d'Italia - 2010
spatial economic analysis. This paper aims to contribute in this field by dealing with the issues of parameter identification … recursive identification scheme (which represents one of the more common approaches in the time series VAR literature) to a …
Persistent link: https://www.econbiz.de/10008582226
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Filling Out the Instrument Set in Mixed Logit Demand Systems for Aggregate Data
Romeo, Charles J. - Antitrust Division, Department of Justice - 2010
, identification problems often occur in practice. In this paper we introduce the means of included demographics as a new set of …
Persistent link: https://www.econbiz.de/10008551988