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  • Search: subject:"dynamic probit and tobit models"
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Year of publication
Subject
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Heckman's reduced-form approximation 2 Monte Carlo experiment 2 Wooldridge method 2 dynamic probit and tobit models 2 Initial values problem 1 Mikroökonometrie 1 Panel 1 Theorie 1 initial values problem 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2
Author
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Akay, Alpaslan 2
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Institute for the Study of Labor (IZA) 1
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IZA Discussion Papers 2
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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The Wooldridge method for the initial values problem is simple: what about performance?
Akay, Alpaslan - 2009
The Wooldridge method is based on a simple and novel strategy to deal with the initial values problem in the nonlinear dynamic random-effects panel data models. This characteristic of the method makes it very attractive in empirical applications. However, its finite sample performance is not...
Persistent link: https://www.econbiz.de/10010269205
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The Wooldridge Method for the Initial Values Problem Is Simple: What About Performance?
Akay, Alpaslan - Institute for the Study of Labor (IZA) - 2009
Classification: C23, C25 Keywords: initial values problem, dynamic probit and tobit models, Monte Carlo experiment, Heckman … decisions of married women in Sweden between 1992 and 2001. Section 5 concludes. 6 2 The dynamic probit and tobit models and …
Persistent link: https://www.econbiz.de/10005566697
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