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A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors

Baltagi, Badi H. - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

Persistent link: https://www.econbiz.de/10012915736

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

Hayakawa, Kazuhiko - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10013105008

Skill-Biased Technological Change and Skill-Enhancing Trade in Turkey : Evidence from Longitudinal Microdata

Srour, Ilina - 2013

. In particular, the System Generalized Method of Moments (GMM-SYS) procedure is applied to a panel dataset comprised of 17 …

Persistent link: https://www.econbiz.de/10013083379

Robust Dynamic Panel Data Models Using E-Contamination

Baltagi, Badi H. - 2020

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …

Persistent link: https://www.econbiz.de/10012834582

Exploiting Information from Singletons in Panel Data Analysis : A GMM Approach

Bruno, Randolph - 2019

We propose a novel procedure, built within a Generalized Method of Moments framework, which exploits unpaired observations (singletons) to increase the efficiency of longitudinal fixed effect estimates. The approach allows increasing estimation efficiency, while properly tackling the bias due to...

Persistent link: https://www.econbiz.de/10012865864

An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects

Sadoon, Majid M. al- - 2012

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …

Persistent link: https://www.econbiz.de/10013096447

Identification of the Covariance Structure of Earnings Using the GMM Estimator

Doris, Aedín - 2010

panel length, sample size, the degree of persistence of earnings shocks and the evolution of inequality over time. We show …

Persistent link: https://www.econbiz.de/10013141764

A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model

Bijwaard, Govert - 2010

Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspecified distribution of the unobserved heterogeneity....

Persistent link: https://www.econbiz.de/10013150359

Using the Helmert-Transformation to Reduce Dimensionality in a Mixed Model : Application to a Wage Equation with Worker and Firm Heterogeneity

Nilsen, Øivind Anti - 2011

A model for matched data with two types of unobserved heterogeneity is considered – one related to the observation unit, the other to units to which the observation units are matched. One or both of the unobserved components are assumed to be random. This mixed model allows identification of...

Persistent link: https://www.econbiz.de/10013122165

How Much Can We Trust Causal Interpretations of Fixed-Effects Estimators in the Context of Criminality?

Bjerk, David - 2009

Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...

Persistent link: https://www.econbiz.de/10013155604