This paper focuses on finding starting-values for maximum likelihood estimation of Vector STAR models. Based on a Monte …

-response does not depend on the potentially missing variables' realization. However, assuming missing-at-random may introduce bias … structural parameter and propose a simple two-step estimation procedure for it. Our estimator is consistent and robust against … biases that would prevail when assuming missingness at random. We implement the estimation procedure using firm-level survey …

We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic …

selection bias. Using a novel dataset of the whole population of patents by Belgian firms, we show that the single-office count … results in a selection bias that affects econometric estimates of innovation production functions. We propose a methodology to … evaluate whether estimates that rely on the single-office count are affected by a selection bias. -- Innovation production …

previously inconsistent results. This is also the first study in which possible linkage consent bias is investigated in applied …