Showing 1 - 10 of 2,997
Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo … variable is large (? = 0.8). -- Panel data ; LSDV ; dynamic model ; fixed effects …
Persistent link: https://www.econbiz.de/10003716527
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296
dynamic random-effects panel data models. This characteristic of the method makes it very attractive in empirical applications … with balanced and unbalanced panel data sets, and also two full length empirical applications are provided. The results …
Persistent link: https://www.econbiz.de/10003794131
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10009545313
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/10010249397
This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …
Persistent link: https://www.econbiz.de/10009581319
estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …. -- Robust estimation ; panel data ; outliers ; Stata ; exporter productivity premium …
Persistent link: https://www.econbiz.de/10003962105
The purpose of this paper is two-fold. First, it compares the performance of various panel data models in estimating … technical efficiency in production. Second, it applies various stochastic frontier panel data models to estimate the technical …
Persistent link: https://www.econbiz.de/10011454436
Models with high dimensional sets of fixed effects are frequently used to examine, among others, linked employer-employee data, student outcomes and migration. Estimating these models is computationally difficult, so simplifying assumptions that are likely to cause bias are often invoked to make...
Persistent link: https://www.econbiz.de/10011595866
We study the undeclared work patterns of Hungarian employees in relatively stable jobs, using a panel dataset that … 2001-2006. We estimate the determinants of undeclared work using Heckman-type random-effects panel probit models, and …
Persistent link: https://www.econbiz.de/10011664480