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Consistent Estimation of Censored Demand Systems Using Panel Data

Meyerhoefer, Chad D.; Ranney, Christine K.; Sahn, David E. - 2010

relationships using panel data. Unobserved heterogeneity is controlled for using a correlated random effects specification and a …

Persistent link: https://www.econbiz.de/10014028518

Two-Step Estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias

Vella, Francis - 2006

This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous … decomposition of the reduced form residuals. The panel nature of the data allows adjustment, and testing, for two forms of …

Persistent link: https://www.econbiz.de/10012783466

A Panel Data Model with Generalized Higher-Order Networks Effects

Baltagi, Badi H.; Ding, Sophia; Egger, Peter H. - 2021

this paper, we present a generalized panel model which accounts for two features: (i) three types of network effects on the …

Persistent link: https://www.econbiz.de/10013315048

Estimation of Panel Data Models with Two-Sided Censoring

Alan, Sule; Honoré, Bo E.; Leth‐Petersen, Søren - 2009

It is straightforward to construct moment conditions for two-sided censored panel data regression models with strictly …

Persistent link: https://www.econbiz.de/10014211506

A Generalized Panel Data Switching Regression Model

Malikov, Emir; Kumbhakar, Subal - 2014

This paper considers a generalized panel data model of polychotomous and/or sequential switching which can also …

Persistent link: https://www.econbiz.de/10014144542

Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices

Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

Persistent link: https://www.econbiz.de/10011983664

Dependence measures in bivariate gamma frailty models

Berg, Gerard J. van den; Effraimidis, Georgios - 2014

Bivariate duration data frequently arise in economics, biostatistics and other areas. In "bivariate frailty models", dependence between the frailties (i.e., unobserved determinants) induces dependence between the durations. Using notions of quadrant dependence, we study restrictions that this...

Persistent link: https://www.econbiz.de/10010339585

Panel Data Estimates of Age-Rent Profiles for Rental Housing

Gallin, Joshua - 2016

This paper provides estimates of the net depreciation rate for rental housing using a unique confidential data set from the Bureau of Labor Statistics that covers over 30,000 rental units from 1998 to 2009. Our data and econometric approach allow us to add to the literature in three main ways....

Persistent link: https://www.econbiz.de/10012977334

Small Sample Properties of Bayesian Estimators of Labor Income Processes

Nakata, Taisuke - 2014

are estimated, GMM estimators are almost always used. We examine the validity of using likelihood based estimation in this …

Persistent link: https://www.econbiz.de/10013055722