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Ghoshray, Atanu; Monfort, Mercedes; Ordóñez, Javier - 2019

Although it is not a new phenomenon, in recent years inequality has moved to the top of the political agenda given the concern that will result in political instability and social resentment. Persistence in inequality can further undermine economic growth and development by hindering educational...

Persistent link: https://www.econbiz.de/10012132740

Re-examining inequality persistence

Ghoshray, Atanu; Monfort, Mercedes; Ordóñez, Javier - 2020

Persistent link: https://www.econbiz.de/10012150669

Consistent estimation of pseudo panels in the presence of selection bias

Mora Rodriguez, Jhon James; Muro, Juan - 2012

In the presence of selection bias, traditional estimators of pseudo panel data are inconsistent. In this paper, the … authors derive the conditions under which consistence is achieved in pseudo-panel estimation and propose a simple test of … of the null hypothesis, the authors can consistently estimate pseudo-panel parameters. They use cross sections and pseudo-panel …

Persistent link: https://www.econbiz.de/10010308943

A note on the estimation of long-run relationships in panel equations with cross-section linkages

Di Iorio, Francesca; Fachin, Stefano - In: Economics: The Open-Access, Open-Assessment E-Journal 6 (2012) 2012-20, pp. 1-18

The authors address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions. The main conclusion is that the best results are obtained applying bootstrap inference to single-equation estimators, such as fully modified ordinary least squares and...

Persistent link: https://www.econbiz.de/10010309047

Copula-based bivariate binary response models

Winkelmann, Rainer - 2009

The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor on a binary outcome variable. This paper discusses simple modifications that maintain the probit assumption for the marginal distributions while introducing non-normal dependence among the...

Persistent link: https://www.econbiz.de/10010315590

Identification and estimation of thresholds in the fixed effects ordered logit model

Baetschmann, Gregori - 2011

The paper proposes a new estimator for the fixed effects ordered logit model. In contrast to existing methods, the new procedure allows estimating the thresholds. The empirical relevance and simplicity of implementation is illustrated in an application to the effect of unemployment on life...

Persistent link: https://www.econbiz.de/10010316876

Bias corrections for two-step fixed effects panel data estimators

Fernández-Val, Iván; Vella, Francis - 2007

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …

Persistent link: https://www.econbiz.de/10010318527

Finite sample inference for GMM estimators in linear panel data models

Bond, Stephen R.; Windmeijer, Frank - 2002

We compare the finite sample performance of a range of tests of linear restrictions for linear panel data models … recently been proposed. We consider both the AR(1) panel model, and a design with predetermined regressors. The corrected two …

Persistent link: https://www.econbiz.de/10010318546

Robust priors in nonlinear panel data models

Arellano, Manuel; Bonhomme, Stéphane - 2006

Many approaches to estimation of panel models are based on an average or integrated likelihood that assigns weights to …

Persistent link: https://www.econbiz.de/10010318579

Panel Seasonal Unit Root Test With An Application for Unemployment Data

Reimers, Hans-Eggert; Dreger, Christian - 2004

In this paper the seasonal unit root test of Hylleberg et al. (1990) is generalized to cover a heterogenous panel. The … industrialized countries. In some cases seasonal unit roots are detected. However, the null hypotheses of panel seasonal unit roots …

Persistent link: https://www.econbiz.de/10010263471