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Consistent estimation of panel data sample selection models

Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023

The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …

Persistent link: https://www.econbiz.de/10014428011

Consistent estimation of panel data sample selection models

Jiménez-Martín, Sergi; Labeaga, José M.; Sadoon, … - 2020

Persistent link: https://www.econbiz.de/10012223702

The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models

Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2021

This paper proposes a method to implement maximum likelihood estimation of the dynamic panel data type 2 and 3 tobit …

Persistent link: https://www.econbiz.de/10013317039

Estimation of dynamic models of recurrent events with censored data

Lee, Sanghyeok; Gørgens, Tue - In: The econometrics journal 24 (2021) 2, pp. 199-224

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Estimation of dynamic models of recurring events with censored data

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A root-N consistent estimator for some fixed-effects panel data sample selection models

Ai, Chunrong; Meng, Meixia - In: Economics letters 116 (2012) 3, pp. 411-413

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Estimating and predicting the general random effects model

Kouassi, Eugène; Kamdem, Alain Constant; Mougoué, Mbodja - In: Journal of forecasting 33 (2014) 4, pp. 270-283

Persistent link: https://www.econbiz.de/10010425747

Estimation of dynamic nonlinear random effects models with unbalanced panels

Albarran, Pedro; Carrasco, Raquel; Carro, Jesús M. - 2015

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Generalized dynamic panel data models with random effects for cross-section and time

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Parameter estimates comparison of earnings functions in the PSID and CPS data : 1976 - 2007

Gouskova, Elena - In: Economics letters 122 (2014) 2, pp. 353-357

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