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The Wooldridge method for the initial values problem is simple: what about performance?
Akay, Alpaslan - 2009
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/10010269205
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Fixed effects bias in panel data estimators
Buddelmeyer, Hielke; Jensen, Paul H.; Oguzoglu, Umut; … - 2008
Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo …
Persistent link: https://www.econbiz.de/10010269265
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Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …
Persistent link: https://www.econbiz.de/10010269751
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10010271244
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Consistent estimation of the fixed effects ordered logit model
Baetschmann, Gregori; Staub, Kevin E.; Winkelmann, Rainer - 2011
The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …
Persistent link: https://www.econbiz.de/10010276790
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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10010282268
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An exponential class of dynamic binary choice panel data models with fixed effects
Al-Sadoon, Majid M.; Li, Tong; Pesaran, Mohammad Hashem - 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/10010291322
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What linear estimators miss: Re-examining the effects of family income on child outcomes
Løken, Katrine V.; Mogstad, Magne; Wiswall, Matthew - 2010
This paper uses a rich Norwegian dataset to re-examine the causal relationship between family income and child outcomes. Motivated by theoretical predictions and OLS results that suggest a nonlinear relationship, we depart from previous studies in allowing the marginal effects on children's...
Persistent link: https://www.econbiz.de/10010269833
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Macroeconomic Impacts of ALMP on the Matching Process in West Germany
Hujer, Reinhard; Zeiss, Christopher - 2003
obtain consistent estimates in the presence of a dynamic panel data model, a firstdifferences GMM estimator and a transformed …
Persistent link: https://www.econbiz.de/10010261624
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Using Panel Data on Income Satisfaction to Estimate the Equivalence Scale Elasticity
Schwarze, Johannes - 2000
In this paper a new method to estimate the equivalence scale elasticity using individual panel data on income … cardinal individual welfare function has to be specified. In addition, panel data enables different scale use by the …
Persistent link: https://www.econbiz.de/10010262430