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The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and studies the sampling properties of these estimators in a series of Monte Carlo simulations. There are two main findings. First, we show that some of the estimators used in the...
Persistent link: https://www.econbiz.de/10009236781
The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and studies the sampling properties of these estimators in a series of Monte Carlo simulations. There are two main findings. First, we show that some of the estimators used in the...
Persistent link: https://www.econbiz.de/10009125046
Excess zeros are encountered in many empirical count data applications. We provide a new explanation of extra zeros, related to the underlying stochastic process that generates events. The process has two rates, a lower rate until the first event, and a higher one thereafter. We derive the...
Persistent link: https://www.econbiz.de/10010360341
The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and studies the sampling properties of these estimators in a series of Monte Carlo simulations. There are two main findings. First, we show that some of the estimators used in the...
Persistent link: https://www.econbiz.de/10013131160
Excess zeros are encountered in many empirical count data applications. We provide a new explanation of extra zeros, related to the underlying stochastic process that generates events. The process has two rates, a lower rate until the first event, and a higher one thereafter. We derive the...
Persistent link: https://www.econbiz.de/10014146718
Persistent link: https://www.econbiz.de/10001480685
Persistent link: https://www.econbiz.de/10000943967
Persistent link: https://www.econbiz.de/10000995297
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Persistent link: https://www.econbiz.de/10001250285