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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

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

Generalized Selection Bias and the Decomposition of Wage Differentials

Yun, Myeong-Su - 1999

The major contribution of this paper is ending a new and flexible way to measure the effects of selection on log-wages. In this context, we offer a general approach to performing decomposition analysis when selection effects are present. We call the difference between unconditional and...

Persistent link: https://www.econbiz.de/10010277288

On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?

Brücker, Herbert; Siliverstovs, Boriss - 2005

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the …

Persistent link: https://www.econbiz.de/10010267584

Bias corrections for two-step fixed effects panel data estimators

Fernández-Val, Iván; Vella, Francis - 2007

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …

Persistent link: https://www.econbiz.de/10010268162

Large panels with common factors and spatial correlations

Pesaran, Mohammad Hashem; Tosetti, Elisa - 2007

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/10010268411

Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators

Arulampalam, Wiji; 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/10010268488