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A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function

Behr, Andreas - 2003

sample properties of the GMM-methods. In the case of endogenous predetermined regressors, the system-estimator proposed by … Blundell and Bond is unbiased and most efficient, while direct bias corrected estimators perform similar to the GMM … die bekannt günstigen Eigenschaften von GMM-Schätzern bei großer Beobachtungszahl wider. Im Falle endogener …

Persistent link: https://www.econbiz.de/10011431996

Goodness-of-fit test for a parametric survival function with cure fraction

Geerdens, Candida; Janssen, Paul; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050828

Flexible parametric model for survival data subject to dependent censoring

Deresa, Negera Wakgari; Van Keilegom, Ingrid - 2019

Persistent link: https://www.econbiz.de/10012050898

A new family of accelerated failure time models for survival data subject to different types of dependent censoring

Deresa, Negera Wakgari; Van Keilegom, Ingrid - 2019

Persistent link: https://www.econbiz.de/10012050905

General doubly robust identi cation and estimation

Lewbel, Arthur; Choi, Jin-young; Zhou, Zhuzhu - 2019 - Revised December 2019

Persistent link: https://www.econbiz.de/10012231404

Distributional regression forests for probabilistic precipitation forecasting in complex terrain

Schlosser, Lisa; Hothorn, Torsten; Stauffer, Reto; … - 2018

To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this only captures the location of the distribution but over...

Persistent link: https://www.econbiz.de/10011847512

State dependence and heterogeneity in health using a bias corrected fixed effects estimator

Carro, Jesus M.; Traferri, Alejandra - 2011

Persistent link: https://www.econbiz.de/10009382388

The influence function of semiparametric estimators

Ichimura, Hidehiko; Newey, Whitney K. - 2015

Often semiparametric estimators are asymptotically equivalent to a sample average. The object being averaged is referred to as the influence function. The influence function is useful in formulating primitive regularity conditions for asymptotic normality, in efficiency comparions, for bias...

Persistent link: https://www.econbiz.de/10011304726

Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix

Bun, Maurice J. G. - 2001

Approximation formulae are developed for the bias of ordinary andgeneralized Least Squares Dummy Variable (LSDV) estimators in dynamicpanel data models. Results from Kiviet (1995, 1999) are extended tohigher-order dynamic panel data models with general covariancestructure. The focus is on...

Persistent link: https://www.econbiz.de/10011313930

The accuracy of inference in small samples of dynamic panel data models

Bun, Maurice J. G.; Kiviet, J. F. - 2001

corrected versions of it are comparedwith IV and GMM regarding: coefficient bias, accuracy of varianceestimators - both of the …

Persistent link: https://www.econbiz.de/10011313931

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