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Assessing and relaxing assumptions in quasi-simplex models

Cernat, Alexandru; Lugtig, Peter; Uhrig, S.C. Noah; … - 2014

reliability of survey measures. Using data from the British Household Panel Survey this paper shows how the assumptions of the …

Persistent link: https://www.econbiz.de/10010251137

Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects

Okui, Ryo - In: Journal of time series econometrics 6 (2014) 2, pp. 129-181

Persistent link: https://www.econbiz.de/10010401125

Panel data models with nonadditive unobserved heterogeneity : estimation and inference

Fernández-Val, Iván; Lee, Joonhwah - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 453-481

Persistent link: https://www.econbiz.de/10010252381

State dependence and heterogeneity in health using a bias-corrected fixed-effects estimator

Carro, Jesus M.; Traferri, Alejandra - In: Journal of applied econometrics 29 (2014) 2, pp. 181-207

Persistent link: https://www.econbiz.de/10010414902

Growth determinants across time and space : a semiparametric panel data approach

Stolzenburg, Ulrich - 2014

A panel data set covering 145 countries between 1960 and 2010 has been investigated closely by using models of …

Persistent link: https://www.econbiz.de/10010415473

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2012

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discretechoice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...

Persistent link: https://www.econbiz.de/10009521645

Consistent estimation of linear panel data models with measurement error

Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - 2015

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …

Persistent link: https://www.econbiz.de/10010472669

Consistent estimation of panel data sample selection models

Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023

The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …

Persistent link: https://www.econbiz.de/10014428011

Two-way fixed effects and differences-in-differences with heterogeneous treatment effects : a survey

Chaisemartin, Clément de; D'Haultfœuille, Xavier - In: The econometrics journal 26 (2023) 3, pp. C1-C30

Persistent link: https://www.econbiz.de/10014391670

Panel data models with two threshold variables

Lamadrid-Contreras, Arturo; Ramírez-Rondán, Nelson R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 3, pp. 315-333

Persistent link: https://www.econbiz.de/10014372881