Similar Search Results - EconBiz

Give missings a chance : combined stochastic and rule-based approach to improve regression models with mismeasured monotonic covariates without side information

Dlugosz, Stephan - 2011

Register data are known for their large sample size and good data quality. The measurement accuracy of variables highly depends on their high importance for administrative processes. The education variable in the IAB employment sub-sample is an example for information that is gathered without a...

Persistent link: https://www.econbiz.de/10008901839

Estimating demand for differentiated products with error in market shares

Gandhi, Amit; Lu, Zhentong; Shi, Xiaoxia - 2013

demand estimation techniques. Although we find that error in market shares generally undermine the standard point …

Persistent link: https://www.econbiz.de/10009707190

Estimation of standard errors and treatment effects in empirical economics : methods and applications

Hübler, Olaf - In: Journal for labour market research 47 (2014) 1/2, pp. 43-62

Persistent link: https://www.econbiz.de/10010258169

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Sauer, Robert M.; Keane, Michael P. - 2007

Persistent link: https://www.econbiz.de/10003553298

Specification error in probit models

Yatchew, Adonis; Griliches, Zvi - 1984

Persistent link: https://www.econbiz.de/10003564195

Misclassification in linear-in-means models : theory and application to peer effects estimation

Balestra, Simone; Eugster, Beatrix … - 2023

Persistent link: https://www.econbiz.de/10014329121

Measuring the model uncertainty of shadow economy estimates

Dybka, Piotr; Olesiński, Bartosz; Rozkrut, Marek; … - In: International tax and public finance 30 (2023) 4, pp. 1069-1106

Persistent link: https://www.econbiz.de/10014335038

Common components structural VARs

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2023

Persistent link: https://www.econbiz.de/10014428546

Estimating the intergenerational elasticity of expected income with short-run income measures : a generalized error-in-variables model

Mitnik, Pablo A. - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2779-2803

Persistent link: https://www.econbiz.de/10014388982

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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