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We study the incidental parameter problem in "three-way" Poisson Pseudo-Maximum Likelihood "PPML" gravity models recently recommended for identifying the effects of trade policies. Despite the number and variety of fixed effects this model entails, we confirm it is consistent for small T and we...
Persistent link: https://www.econbiz.de/10012152495
recently recommended for identifying the effects of trade policies and in other panel data gravity settings. Despite the number …
Persistent link: https://www.econbiz.de/10012482900
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …
Persistent link: https://www.econbiz.de/10010494997
We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is …
Persistent link: https://www.econbiz.de/10010480933
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in … parameters in the canonical linear fixed effects model and over coefficients on a fixed vector of endogenous variables in panel …
Persistent link: https://www.econbiz.de/10010459263
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …
Persistent link: https://www.econbiz.de/10011524832
We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … and asset data in recent waves of the Panel Study of Income Dynamics, we find nonlinear persistence and conditional …
Persistent link: https://www.econbiz.de/10011326266
-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …
Persistent link: https://www.econbiz.de/10012063831
-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …
Persistent link: https://www.econbiz.de/10012792731
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across …
Persistent link: https://www.econbiz.de/10013173197