Similar Search Results

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

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

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

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

Synthetic Difference-in-Differences Estimation

Clarke, Damian; Pailañir, Daniel; Athey, Susan; … - 2023

In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances where treatment effects on some particular policy or...

Persistent link: https://www.econbiz.de/10014296651

Testing Mundell’s Intuition of Endogenous OCA Theory

Warin, Thierry; Wunnava, Phanindra V.; Janicki, Hubert - Institute for the Study of Labor (IZA) - 2008

investment within the European Union. A fixed effects model based on a panel data of foreign direct investment (FDI) flows within …

Persistent link: https://www.econbiz.de/10005761797

Fixed Effects and Causal Inference

Millimet, Daniel L.; Bellemare, Marc - 2023

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …

Persistent link: https://www.econbiz.de/10014377105

New evidence on the finite sample properties of propensity score matching and reweighting estimators

Busso, Matias; DiNardo, John; McCrary, Justin - 2009

Currently available asymptotic results in the literature suggest that matching estimators have higher variance than reweighting estimators. The extant literature comparing the finite sample properties of matching to specific reweighting estimators, however, has concluded that reweighting...

Persistent link: https://www.econbiz.de/10010268994

A note on adapting propensity score matching and selection models to choice based samples

Heckman, James Joseph; Todd, Petra E. - 2009

The probability of selection into treatment plays an important role in matching and selection models. However, this probability can often not be consistently estimated, because of choice-based sampling designs with unknown sampling weights. This note establishes that the selection and matching...

Persistent link: https://www.econbiz.de/10010274260

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