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On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?

Brücker, Herbert; Siliverstovs, Boriss - Institute for the Study of Labor (IZA) - 2005

This paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than … 20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the … period 1967-2001. Our results suggest that the choice of an estimation procedure has a substantial impact on the parameter …

Persistent link: https://www.econbiz.de/10005703752

A Spatio-Temporal Model of House Prices in the US

Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - Institute for the Study of Labor (IZA) - 2006

The purpose of this paper is to apply recent advances in the econometrics of panel data to a problem that has a clear …

Persistent link: https://www.econbiz.de/10005761709

From Estimation Results to Stylized Facts: Twelve Recommendations for Empirical Research in International Activities of Heterogeneous Firms

Wagner, Joachim - Institute for the Study of Labor (IZA) - 2010

thorny road from estimation results to stylized facts. I will deal with the following topics: comparisons of means vs …

Persistent link: https://www.econbiz.de/10008564712

Immigrant Heterogeneity and the Earnings Distribution in the United Kingdom and United States: New Evidence from a Panel Data Quantile Regression Analysis

Billger, Sherrilyn M.; Lamarche, Carlos - Institute for the Study of Labor (IZA) - 2010

In this paper we use a relatively new panel data quantile regression technique to examine native-immigrant earnings …

Persistent link: https://www.econbiz.de/10008684820

The Exporter Productivity Premium along the Productivity Distribution: First Evidence from a Quantile Regression Approach for Fixed Effects Panel Data Models

Powell, David; Wagner, Joachim - Institute for the Study of Labor (IZA) - 2010

manufacturing enterprises in Germany, one of the leading actors in the world market for goods. We show that the premium decreases …

Persistent link: https://www.econbiz.de/10008531752

Spatial and Temporal Diffusion of House Prices in the UK

Holly, Sean; Pesaran, Hashem; Yamagata, Takashi - Institute for the Study of Labor (IZA) - 2010

This paper provides a method for the analysis of the spatial and temporal diffusion of shocks in a dynamic system. We use changes in real house prices within the UK economy at the level of regions to illustrate its use. Adjustment to shocks involves both a region specific and a spatial effect....

Persistent link: https://www.econbiz.de/10008543271

Policy Responses to Fiscal Restraints: A Difference-in-Discontinuities Design

Grembi, Veronica; Nannicini, Tommaso; Troiano, Ugo - Institute for the Study of Labor (IZA) - 2012

We evaluate the effect of relaxing fiscal rules on policy outcomes applying a quasi-experimental research design. In 1999, the Italian central government introduced fiscal rules aimed at imposing fiscal discipline on municipal governments, and in 2001 the rules were relaxed for municipalities...

Persistent link: https://www.econbiz.de/10010585692

Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences

Harding, Matthew; Lamarche, Carlos - Institute for the Study of Labor (IZA) - 2013

This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for … the techniques to two empirical studies. First, the new method is applied to the estimation of labor supply elasticities …

Persistent link: https://www.econbiz.de/10010713905

Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls

Gobillon, Laurent; Magnac, Thierry - Institute for the Study of Labor (IZA) - 2013

estimation methods in small samples. As an empirical illustration, we also apply them to the evaluation of the impact on local …

Persistent link: https://www.econbiz.de/10010884250

Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition

Frölich, Markus; Huber, Martin - Institute for the Study of Labor (IZA) - 2014

This paper develops a nonparametric methodology for treatment evaluation with multiple outcome periods under treatment endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate) outcomes to identify the average treatment...

Persistent link: https://www.econbiz.de/10010747353