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Panel data models with nonadditive unobserved heterogeneity : estimation and inference
Fernández-Val, Iván; Lee, Joonhwah - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 453-481
This paper considers fixed effects estimation and inference in linear and non-linear panel data models with random … where the cross sectional and time series dimensions of the panel pass to infinity at the same rate, the uncorrected …
Persistent link: https://www.econbiz.de/10011757086
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Modelling heterogeneity and dynamics in the volatility of individual wages
Hospido, Laura - In: Journal of applied econometrics 27 (2012) 3, pp. 386-414
Persistent link: https://www.econbiz.de/10009618608
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Estimating spillovers using panel data, with an application to the classroom
Arcidiacono, Peter; Foster, Gigi; Goodpaster, Natalie; … - In: Quantitative economics : QE ; journal of the … 3 (2012) 3, pp. 421-470
spillovers using panel data that addresses both of these problems. The key inno- vation is to allow the spillover to operate …
Persistent link: https://www.econbiz.de/10011756847
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Wage dynamics in the presence of unobserved individual and job heterogeneity
Hospido, Laura - In: Labour economics : official journal of the European … 33 (2015), pp. 81-93
Persistent link: https://www.econbiz.de/10011437992
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Estimation of dynamic panel data models with stochastic volatility using particle filters
Xu, Wen - In: Econometrics : open access journal 4 (2016) 4, pp. 1-13
work. Dynamic panel data models have become increasingly popular in macroeconomics to study common relationships across … countries or regions. This paper estimates dynamic panel data models with stochastic volatility by maximizing an approximate …
Persistent link: https://www.econbiz.de/10011650493
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Moment inequalities for multinomial choice with fixed effects
Pakes, Ariel; Porter, Jack - In: Quantitative economics : QE ; journal of the … 15 (2024) 1, pp. 1-25
This paper proposes a new approach to identification of the semiparametric multinomial choice model with fixed effects. The framework employed is the semiparametric version of the traditional multinomial logit with the fixed-effects model (Chamberlain (1980)). This semiparametric multinomial...
Persistent link: https://www.econbiz.de/10014496919
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A quantile correlated random coefficients panel data model
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - In: Journal of econometrics 206 (2018) 2, pp. 305-335
Persistent link: https://www.econbiz.de/10012110390
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On bootstrap inference for quantile regression panel data : a Monte Carlo study
Galvão Júnior, Antônio Fialho; Montes-Rojas, Gabriel - In: Econometrics : open access journal 3 (2015) 3, pp. 654-666
This paper evaluates bootstrap inference methods for quantile regression panel data models. We propose to construct …
Persistent link: https://www.econbiz.de/10011410652
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Testing for a structural break in a spatial panel model
Sengupta, Aparna - In: Econometrics : open access journal 5 (2017) 1, pp. 1-17
We consider the problem of testing for a structural break in the spatial lag parameter in a panel model (spatial …
Persistent link: https://www.econbiz.de/10011654172
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Trade-off-theory vs. pecking order theory and the determinants of corporate leverage : evidence from a panel data analysis upon French SMEs (2002 - 2010)
Adair, Philippe; Adaskou, Mohamed - In: Cogent economics & finance 3 (2015) 1, pp. 1-11
dependent variable being the debt ratio, we apply a linear model upon a balanced panel data-set of 2,370 French SMEs over the …
Persistent link: https://www.econbiz.de/10010492381