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A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
Keane, Michael P. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10012764470
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A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China
Giles, John - 2017
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10012976406
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A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China
Giles, John; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10012551616
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Time-varying individual effects in a panel data probit model with an application to female labor force participation
Xin, Kai; Zhang, ZhengYu; Zhou, YaHong; Zhu, Pingfang - In: Economic modelling 95 (2021), pp. 181-191
Persistent link: https://www.econbiz.de/10012695925
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Choice of solutions to the initial-conditions problem in dynamic panel probit models
Lucchetti, Riccardo; Pigini, Claudia - 2020
Persistent link: https://www.econbiz.de/10012496671
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Persistence of individual unemployment in Indonesia : dynamic probit analysis from panel SUSENAS 2008-2010
Pasaribu, Syamsul Hidayat - In: International journal of economics and financial issues … 6 (2016) 3, pp. 1239-1246
Persistent link: https://www.econbiz.de/10011698106
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Dynamic panel probit : finite-sample performance of alternative random-effects estimators
Lucchetti, Riccardo; Pigini, Claudia - 2018
Persistent link: https://www.econbiz.de/10011885478
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On the estimation of causality in a bivariate dynamic probit model on panel data with stata software : a technical review
Moussa, Richard; Delattre, Eric - In: Theoretical economics letters 8 (2018) 6, pp. 1257-1278
Persistent link: https://www.econbiz.de/10011888210
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Estimating Ordered Categorical Variables Using Panel Data : A Generalized Ordered Probit Model with an Autofit Procedure
Pfarr, Christian; Schmid, Andreas; Schneider, Udo - 2011
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/10014194243
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Dynamic Panel Probit Models for Current Account Reversals and Their Efficient Estimation
Liesenfeld, Roman; Moura, Guilherme valle; Richard, … - 2007
We use panel probit models with unobserved heterogeneity and serially correlated errors in order to analyze the … determinants and the dynamics of current-account reversals for a panel of developing and emerging countries. The likelihood … Importance Sampling (EIS). It allows the ML estimation of panel probit models with various dynamic specifications for the error …
Persistent link: https://www.econbiz.de/10014050307