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Practical estimation methods for linked employer-employee data

Andrews, Martyn J.; Schank, Thorsten; Upward, Richard - 2004

Methods for the analysis of linked employer-employee data are not yet available in standard econometrics packages. In this paper, we make the fixed-effects methods developed orginally by Abowd, Kramarz, Margolis and others more accessible, where possible, and show how they can be implemented in...

Persistent link: https://www.econbiz.de/10010270610

IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten

Biewen, Elena; Ronning, Gerd; Rosemann, Martin - 2009

Eines der wichtigsten Verfahren zur Anonymisierung von Betriebs-und Unternehmensdaten ist die stochastische Überlagerung. Ihr Einsatz zur Sicherstellung der faktischen Anonymität der Einheiten eines Datensatzes führt jedoch zu inkonsistenten Schätzungen von linearen Panelmodellen und macht...

Persistent link: https://www.econbiz.de/10010270658

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/10010271244

Poolability and the finance-growth nexus: A cautionary note

Schiavo, Stefano; Vaona, Andrea - 2006

The present contribution tests whether countries can be pooled when studying the finance-growth nexus. Overall, our results point toward a 'pragmatic' positive answer, though considerable heterogeneity is present among developing countries.

Persistent link: https://www.econbiz.de/10010273103

Unit roots and cointegration in panels

Breitung, Jörg; Pesaran, Mohammad Hashem - 2005

degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the …

Persistent link: https://www.econbiz.de/10010276171

Panel unit root tests in the presence of a multifactor error structure

Pesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, … - 2008

This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a … the maximum number of factors, in contrast to other panel unit root tests based on principal components that require in …

Persistent link: https://www.econbiz.de/10010276216

Consistent estimation of the fixed effects ordered logit model

Baetschmann, Gregori; Staub, Kevin E.; Winkelmann, Rainer - 2011

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …

Persistent link: https://www.econbiz.de/10010276790

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