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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

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

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

From estimation resultsto stylized facts: Twelve recommendations for empirical research in international activities of heterogeneous firms

Wagner, Joachim - 2010

Heterogeneous firms are at the heart of both the New New International Trade Theory and the Micro-econometrics of International Firm Activities. One important aim of microeconometric studies is to uncover stylized facts that hold over space and time, and that can both inspire theoretical models...

Persistent link: https://www.econbiz.de/10010274662

From Estimation Results to Stylized Facts: Twelve Recommendations for Empirical Research in International Activities of Heterogeneous Firms

Wagner, Joachim - Institute for the Study of Labor (IZA) - 2010

Heterogeneous firms are at the heart of both the New New International Trade Theory and the Micro-econometrics of International Firm Activities. One important aim of micro-econometric studies is to uncover stylized facts that hold over space and time, and that can both inspire theoretical models...

Persistent link: https://www.econbiz.de/10008564712

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

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