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On the Estimation of Panel Regression Models with Fixed Effects

Kruiniger, Hugo - 2002

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …

Persistent link: https://www.econbiz.de/10014120610

Threshold regression with endogeneity for short panels

Gørgens, Tue; Würtz, Allan H. - In: Econometrics : open access journal 7 (2019) 2/23, pp. 1-8

This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data …

Persistent link: https://www.econbiz.de/10012025781

Fitting a distribution to survey data for the half-life of deviations from PPP

Fisher, Mark - 2015

This note presents a nonparametric Bayesian approach to fitting a distribution to the survey data provided in Kilian and Zha (2002) regarding the prior for the half-life of deviations from purchasing power parity (PPP). A point mass at infinity is included. The unknown density is represented as...

Persistent link: https://www.econbiz.de/10011403123

Minimum wage and employment : escaping the parametric straitjacket

Cabras, Stefano; Fidrmuc, Jan; Tena Horrillo, Juan de Dios - 2017

Parametric regression models are often not flexible enough to capture the true relationships as they tend to rely on arbitrary identification assumptions. Using the UK Labor Force Survey, the authors estimate the causal effect of national minimum wage (NMW) increases on the probability of job...

Persistent link: https://www.econbiz.de/10011657295

Minimum wage and employment : escaping the parametric straitjacket

Cabras, Stefano; Fidrmuc, Jan; Tena Horrillo, Juan de Dios - 2016

Persistent link: https://www.econbiz.de/10011456525

Inference on a distribution from noisy draws

Jochmans, Koen; Weidner, Martin - 2019

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …

Persistent link: https://www.econbiz.de/10012063831

Inference on a distribution from noisy draws

Jochmans, Koen; Weidner, Martin - 2021

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …

Persistent link: https://www.econbiz.de/10012792731

Interactive Effects Panel Data Models with General Factors and Regressors

Peng, Bin; Su, Liangjun; Westerlund, Joakim; Yang, Yanrong - 2021

This paper considers a model with general regressors and unobservable factors. An estimator based on iterated principal components is proposed, which is shown to be not only asymptotically normal and oracle efficient, but under certain conditions also free of the otherwise so common asymptotic...

Persistent link: https://www.econbiz.de/10013313597

Design-robust two-way-fixed-effects regression for panel data

Arkhangelsky, Dmitry; Imbens, Guido; Lei, Lihua; Luo, … - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 999-1034

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general …

Persistent link: https://www.econbiz.de/10015190081

Spatial Errors in Count Data Regressions

Bertanha, Marinho; Moser, Petra - 2014

of health and unemployment. Along with negative binomial, Poisson panel regressions are a preferred method of analysis …

Persistent link: https://www.econbiz.de/10014147865