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Clarke, Damian; Tapia Schythe, Kathya - 2020

Many studies estimate the impact of exposure to some quasi-experimental policy or event using a panel event study design. These models, as a generalized extension of 'difference-in-differences' or two-way fixed effect models, allow for dynamic lags and leads to the event of interest to be...

Persistent link: https://www.econbiz.de/10012256137

A practical guide for the computation of domain-level estimates with the Socio-Economic Panel (and other household surveys)

Hainbach, Natascha; Halbmeier, Christoph; Schmid, Timo; … - 2019

There is a huge interest in deriving and comparing socio-economic indicators across societal groups and domains. The indicators are usually derived from population surveys like the German Socio-Economic Panel (SOEP) by direct estimation. Small sample sizes in the domains can limit the precision...

Persistent link: https://www.econbiz.de/10012117652

Identifying the elasticity of substitution between capital and labour : a pooled GMM panel estimator

Brasch, Thomas von; Raknerud, Arvid; Vigtel, Trond C. - 2022

Simultaneity represents a fundamental problem when estimating the elasticity of substitution between capital and labour. To overcome this problem, a wide variety of external instruments has been applied in the literature. However, the use of instruments may lead to wrong inference if they are...

Persistent link: https://www.econbiz.de/10013162412

Finite sample correction factors for panel cointegration tests

Hlouskova, Jaroslava; Wagner, Martin - 2009

Persistent link: https://www.econbiz.de/10003931103

Estimation of linear dynamic panel data models with time-invariant regressors : conference paper

Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This version: May 6, 2013

further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …

Persistent link: https://www.econbiz.de/10010342822

The performance of panel cointegration methods : results from a large scale simulation study

Wagner, Martin; Hlouskova, Jaroslava - 2007

components are considered. -- cross-sectional dependence ; estimator ; panel cointegration ; simulation study ; test …

Persistent link: https://www.econbiz.de/10009736650

Consistent estimation, model selection and averaging of dynamic panel data models with fixed effect

Li, Guangjie (contributor) - 2009

In the context of an autoregressive panel data model with fixed effect, we examine the relationship between consistent parameter estimation and consistent model selection. Consistency in parameter estimation is achieved by using the tansformation of the fixed effect proposed by Lancaster (2002)....

Persistent link: https://www.econbiz.de/10003817214

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Keane, Michael P.; Sauer, Robert M. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data … important determinants of participation, while race is much less important. -- Initial conditions ; missing data ; simulation …

Persistent link: https://www.econbiz.de/10003824296

The performance of panel cointegration methods : results from a large scale simulation study

Wagner, Martin; Hlouskova, Jaroslava - 2007

Persistent link: https://www.econbiz.de/10003510803

Judging contending estimators by simulation : tournaments in dynamic panel data models

Kiviet, J. F. - 2005

their performance in simulation experiments. This leads to a list of eight methodologic aspirations. Against their … background we criticize aspects of many simulation studies that have been used in the past to compare competing estimators for … simulation design inspired by an analysis of the (non-)invariance properties of estimators and occasionally by available higher …

Persistent link: https://www.econbiz.de/10011348362