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Estimating and Testing a Quantile Regression Model with Interactive Effects

Harding, Matthew C. - 2012

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially …

Persistent link: https://www.econbiz.de/10013099775

A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China

Giles, John - 2013

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

Joining Panel Data with Cross-Sections for Efficiency Gains : An Application to a Consumption Equation For Nicaragua

Bruno, Randolph - 2009

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

Large Panels with Common Factors and Spatial Correlations

Pesaran, M. Hashem; Tosetti, Elisa - 2021

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

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

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

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

A Comparison of Panel Data Models in Estimating Technical Efficiency

Rashidghalam, Masoomeh - 2016

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

A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables

Keane, Michael P. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

Persistent link: https://www.econbiz.de/10012764470

Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators

Stewart, Mark B. - 2007

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