We study the undeclared work patterns of Hungarian employees in relatively stable jobs, using a panel dataset that … for 2001-2006. We estimate the determinants of undeclared work using Heckman-type random-effects panel probit models, and …

latent heterogeneity for panel probit models. Within a Bayesian framework an estimation algorithm dealing with the inherent … arise within the considered model setup and are directly at hand within Bayesian estimation via MCMC methodology. An … provides the preferred model specification compared to a pooled and a random coefficient specification. -- Bayesian Estimation …

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

functions for the panel probit model. The analysis is motivated by the complexity of maximum likelihood estimation and the … is unnecessary. In this note, we reconsider maximum likelihood based estimation of their panel probit model then examine … possibly excessive amount of time involved in maximum simulated likelihood estimation. But, for applications of the size …

Modeling and estimating autocorrelated discrete data can be challenging. In this paper, we use an autoregressive panel …