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Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2014 - This draft: April 22, 2014

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete choice 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/10010345243

Estimating the impact of climate change on agricultural production : accounting for technology heterogeneity across countries

Exenberger, Andreas; Pondorfer, Andreas; Wolters, Maik H. - 2014

We estimate the impact of climate change on agricultural production in a panel of 127 countries from 1961 to 2002. In …

Persistent link: https://www.econbiz.de/10010348298

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

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

Estimating ordered categorical variables using panel data : a generalized ordered probit model with an autofit procedure

Pfarr, Christian; Schmid, Andreas; Schneider, Udo - 2010

Estimation procedures for ordered categories usually assume that the estimated coefficients of independent variables do not vary between the categories (parallel-lines assumption). This view neglects possible heterogeneous effects of some explaining factors. This paper describes the use of an...

Persistent link: https://www.econbiz.de/10011524774

A quantile correlated random coefficients panel data model

Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2016

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

Persistent link: https://www.econbiz.de/10011524832

Trade potential revisited : a panel data analysis for Zimbabwe

Martínez-Galán, Enrique; Proença, Isabel; Fontoura, … - 2015

Persistent link: https://www.econbiz.de/10011549961

Panel data with measurement errors : instrumental variables and GMM procedures combining levels and differences

Biørn, Erik - 1998

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …

Persistent link: https://www.econbiz.de/10011518479

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

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