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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. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005; Section 2.6). We show that panel data allows the...
Persistent link: https://www.econbiz.de/10011524832
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Minimum wage and employment : escaping the parametric straitjacket
Cabras, Stefano; Fidrmuc, Jan; Tena, J. D. - 2016
Parametric regression models are often not flexible enough to capture the true relationships as they tend to rely on arbitrary identification assumptions. Using the UK Labor Force Survey, the authors estimate the causal effect of national minimum wage (NMW) increases on the probability of job...
Persistent link: https://www.econbiz.de/10011456525
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Quantile regression with panel data
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2015
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005; Section 2.6). We show that panel data allows the...
Persistent link: https://www.econbiz.de/10010494997
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A Functional Coefficient Model View of the Feldstein-Horioka Puzzle
Herwartz, Helmut - 2009
What does the saving-investment (SI) relation really measure and how should the SI relation be measured? These are two of the most discussed issues triggered by the so called Feldstein-Horioka puzzle. Based on panel data we introduce a new variant of functional coefficient models that allows to...
Persistent link: https://www.econbiz.de/10013159487
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Fixed Effects versus Random Effects Estimation of Dynamic Panel Data Models
Kruiniger, Hugo - 2019
This paper proposes new GMM estimators for the panel AR(1) model when the ratio of the variance of the individual effects to the variance of the idiosyncratic errors is large. First, we present a necessary condition for large N, fixed T consistency of any Fixed Effects or Random Effects...
Persistent link: https://www.econbiz.de/10012901424
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High-Dimensional Panel Data with Time Heterogeneity : Estimation and Inference
Zhu, Yinchu - 2017
, potentially much faster than the cross-sectional sample size. We develop methods for the estimation and inference of this high … coefficients across time, testing the time-invariance of slope coefficients and estimation and inference of patterns of time …
Persistent link: https://www.econbiz.de/10012970967
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Estimating Markov Transition Probabilities Between Health States Using U.S. Longitudinal Survey Data
Jung, Juergen - 2021
We use data from two representative U.S. household surveys, the Medical Expenditure Panel Survey (MEPS) and the Health and Retirement Study (Rand-HRS) to estimate Markov transition probability matrices between health states over the lifecycle from age 20–95. We use non-parametric and...
Persistent link: https://www.econbiz.de/10013242676
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Commuters' Preferences for Fast and Reliable Travel : A Semi-Parametric Estimation Approach
Koster, Paul - 2015
We employ a semi-parametric estimation approach to analyse observed and unobserved heterogeneity in the value of … savings in travel time and schedule delay. Our econometric approach allows for the estimation of unobserved and observed …, we illustrate the estimation approach and find that there is substantial heterogeneity in the value of savings in travel …
Persistent link: https://www.econbiz.de/10013035549
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Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics
Hu, Yingyao; Moffitt, Robert A.; Sasaki, Yuya - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1495-1536
This paper presents identification and estimation results for a flexible state space model. Our modification of the …. We apply the identification and estimation method to the earnings dynamics of U.S. men using the Panel Survey of Income …
Persistent link: https://www.econbiz.de/10012202860
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Distribution free estimation of spatial autoregressive binary choice panel data models
Arduini, Tiziano - 2016
panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …
Persistent link: https://www.econbiz.de/10011705647