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This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially …
Persistent link: https://www.econbiz.de/10013099775
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10013089968
the bias in the unpaired sample. In a second step, corrected unpaired observations are used jointly with panel data. This …
Persistent link: https://www.econbiz.de/10012766730
This paper considers the statistical analysis of large panel data sets where even after conditioning on common observed … dependence. It is then established that the Common Correlated Effects (CCE) estimator of panel data model with a multifactor …
Persistent link: https://www.econbiz.de/10013316833
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
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
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10013105008
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/10012996535
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10012764470
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...
Persistent link: https://www.econbiz.de/10012775847