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A GMM-based test for normal disturbances of the Heckman sample selection model

Pfaffermayr, Michael - In: Econometrics : open access journal 2 (2014) 4, pp. 151-168

The Heckman sample selection model relies on the assumption of normal and homoskedastic disturbances. However, before considering more general, alternative semiparametric models that do not need the normality assumption, it seems useful to test this assumption. Following Meijer and Wansbeek...

Persistent link: https://www.econbiz.de/10010417177

Constrained Poisson pseudo maximum likelihood estimation of structural gravity models

Pfaffermayr, Michael - In: International economics : a journal published by CEPII … 161 (2020), pp. 188-198

Persistent link: https://www.econbiz.de/10012642543

Trade creation and trade diversion of economic integration agreements revisited : a constrained panel pseudo-maximum likelihood approach

Pfaffermayr, Michael - In: Review of world economics 156 (2020) 4, pp. 985-1024

Persistent link: https://www.econbiz.de/10012433882

Confidence intervals for the trade cost parameters of cross-section gravity models

Pfaffermayr, Michael - In: Economics letters 201 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012607087

Gravity models, PPML estimation and the bias of the robust standard errors

Pfaffermayr, Michael - In: Applied economics letters 26 (2019) 18, pp. 1467-1471

Persistent link: https://www.econbiz.de/10012204822

Estimating the trade and welfare effects of Brexit : A panel data structural gravity model

Oberhofer, Harald; Pfaffermayr, Michael - In: Canadian Journal of Economics/Revue canadienne d'économique 54 (2021) 1, pp. 338-375

Persistent link: https://www.econbiz.de/10012536948

Revisiting time as a trade barrier : Evidence from a panel structural gravity model

Oberhofer, Harald; Pfaffermayr, Michael; Sellner, Richard - In: Review of International Economics 29 (2021) 5, pp. 1382-1417

Persistent link: https://www.econbiz.de/10012636833

Decomposing service exports adjustments along the intensive and extensive margin at the firm-level

Christen, Elisabeth; Pfaffermayr, Michael; Wolfmayr, Yvonne - In: Review of International Economics 27 (2018) 1, pp. 155-183

Persistent link: https://www.econbiz.de/10012096843

Product quality and sustainability: The effect of international environmental agreements on bilateral trade

Borsky, Stefan; Leiter, Andrea; Pfaffermayr, Michael - In: The World Economy 41 (2018) 11, pp. 3098-3129

Persistent link: https://www.econbiz.de/10012097758

The international fragmentation of Austrian manufacturing: The effects of outsourcing on productivity and wages

Egger, Peter; Pfaffermayr, Michael; Wolfmayr-Schnitzer, … - In: The North American Journal of Economics and Finance 12 (2001) 3, pp. 257-272

Persistent link: https://www.econbiz.de/10005439521