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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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Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited
Inkmann, J. - Tilburg University, Center for Economic Research - 2005
&D activities.IPW-GEL and IPW-GMM estimators are compared in this application as well as identification assumptions based on …
Persistent link: https://www.econbiz.de/10011090314
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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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Identification and method of moments estimation in polynomial measurement error models
Biørn, Erik - 2017
well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain … latent regressor. Simple order-conditions are derived, and procedures involving recursive identification of the moments of … Method of Moments (GMM) algorithm involving the instruments and proceeding stepwise from the identification procedures, is …
Persistent link: https://www.econbiz.de/10011694188
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Identification in dynamic binary choice models
Chamberlain, Gary - 2023
This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged … of data identification is not possible (in a neighborhood of zero), even in the logistic case. …
Persistent link: https://www.econbiz.de/10014480457
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Identification in dynamic binary choice models
Chamberlain, Gary - In: SERIEs - Journal of the Spanish Economic Association 14 (2023) 3/4, pp. 247-251
This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged … of data identification is not possible (in a neighborhood of zero), even in the logistic case. …
Persistent link: https://www.econbiz.de/10014496127
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Identification and method of moments estimation in polynomial measurement error models
Biørn, Erik - 2017
well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain … latent regressor. Simple order-conditions are derived, and procedures involving recursive identification of the moments of … Method of Moments (GMM) algorithm involving the instruments and proceeding stepwise from the identification procedures, is …
Persistent link: https://www.econbiz.de/10011636052
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Identification in dynamic binary choice models
Chamberlain, Gary - In: SERIEs : Journal of the Spanish Economic Association 14 (2023) 3/4, pp. 247-251
This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged … of data identification is not possible (in a neighborhood of zero), even in the logistic case. …
Persistent link: https://www.econbiz.de/10014462237
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Identification in dynamic binary choice models
Chamberlain, Gary - 2023
This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged … of data identification is not possible (in a neighborhood of zero), even in the logistic case. …
Persistent link: https://www.econbiz.de/10014316748