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Scalable Bayesian estimation in the multinomial probit model
Loiza-Maya, Ruben; Nibbering, Didier - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1678-1690
Persistent link: https://www.econbiz.de/10013540448
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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/10014075292
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Bayesian Estimation of a Simultaneous Probit Model Using Error Augmentation : An Application to Multi-Buying and Churning Behavior
Balachander, Subramanian; Ghosh, Bikram - 2014
error augmentation approach to Hierarchical Bayesian estimation of a simultaneous bivariate probit model containing both …
Persistent link: https://www.econbiz.de/10014039148
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Determinants and Costs of Current Account Reversals Under Heterogeneity and Serial Correlation
Aßmann, Christian - 2007
Recent empirical evidence suggests that reversing current account balances imply costly adjustment processes leading to reduced economic growth. Using large panel data sets to analyze determinants and costs of reversals asks for controls of heterogeneity among countries. This paper contributes a...
Persistent link: https://www.econbiz.de/10014225511
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Determinants and costs of current account reversals under heterogeneity and serial correlation
Aßmann, Christian (contributor) - 2007
Recent empirical evidence suggests that reversing current account balances imply costly adjustment processes leading to reduced economic growth. Using large panel data sets to analyze determinants and costs of reversals asks for controls of heterogeneity among countries. This paper contributes a...
Persistent link: https://www.econbiz.de/10003490212
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Efficient Probit Estimation with Partially Missing Covariates
Conniffe, Denis; O'Neill, Donal - In: Missing-data methods: cross-sectional methods and …, (pp. 209-245). 2011
A common approach to dealing with missing data is to estimate the model on the common subset of data, by necessity throwing away potentially useful data. We derive a new probit type estimator for models with missing covariate data where the dependent variable is binary. For the benchmark case of...
Persistent link: https://www.econbiz.de/10015380009
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Unobservable selection and coefficient stability : theory and validation
Oster, Emily - 2013
Persistent link: https://www.econbiz.de/10009753792
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Theory and diagnostics for selection biases in historical height samples
Bodenhorn, Howard; Guinnane, Timothy; Mroz, Thomas A. - In: Research in economic history : an annual compilation of … 35 (2019), pp. 59-89
Persistent link: https://www.econbiz.de/10012229727
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Health disparities across education : the role of differential reporting error
Cawley, John H.; Choi, Anna - 2015
One of the most robust findings in health economics is that higher-educated individuals tend to be in better health …. This paper tests whether health disparities across education are to some extent due to differences in reporting error … across education. We test this hypothesis using data from the pooled National Health and Nutrition Examination Survey (NHANES …
Persistent link: https://www.econbiz.de/10011288528
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Panel data models with nonadditive unobserved heterogeneity : estimation and inference
Fernández-Val, Iván; Lee, Joonhwah - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 453-481
Persistent link: https://www.econbiz.de/10010252381