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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/10003824296
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Dynamic panel probit models for current account reversals and their efficient estimation
Liesenfeld, Roman (contributor);  … - 2007
We use panel probit models with unobserved heterogeneity and serially correlated errors in order to analyze the … determinants and the dynamics of current-account reversals for a panel of developing and emerging countries. The likelihood …
Persistent link: https://www.econbiz.de/10003468914
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Sauer, Robert M.; Keane, Michael P. - 2007
Persistent link: https://www.econbiz.de/10003553298
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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
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A Control Function Approach To Estimating Dynamic Probit Models With Endogenous Regressors, With An Application To the Study of Poverty Persistence in China
Murtazashvili, Irina - 2010
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10011394694
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A new view on panel econometrics : is probit feasible after all?
Praag, Bernard M. S. van - 2015
we demonstrate that in this extended setup Probit estimation on panel data sets does not pose a specific problem. The …Mundlak (1978) proposed the addition of time averages to the usual panel equation in order to remove the fixed effects …
Persistent link: https://www.econbiz.de/10011336953
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A new view on panel econometrics : is probit feasible after all?
Praag, Bernard M. S. van - 2015
Section 4 we demonstrate that in this extended setup Probit - estimation on panel data sets does not pose a specific problem …Mundlak (1978) proposed the addition of time averages to the usual panel equation in order to remove the fixed effects …
Persistent link: https://www.econbiz.de/10011337153
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Bayesian estimation of panel data fractional response models with endogeneity : an application to standardized test rates
Kessler, Lawrence M.; Munkin, Murat K. - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 81-114
Persistent link: https://www.econbiz.de/10011317665
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A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China
Giles, John T.; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10009629773