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A Comparison of Different Estimators for Panel Data Sample Selection Models
Jensen, Peter; Rosholm, Michael; Verner, Mette - 2002
panel data sample selection models. The estimators investigated are various two-step estimators and maximum likelihood …
Persistent link: https://www.econbiz.de/10014120716
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Consistent estimation of panel data sample selection models
Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023
The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …
Persistent link: https://www.econbiz.de/10014428011
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A simple test based on SUR estimates for heterogeneity on panel data regression coefficients
Moralles, Herick F.; Rebelatto, Daisy A. N. - In: The empirical economics letters : a monthly … 11 (2012) 11, pp. 1183-1192
Persistent link: https://www.econbiz.de/10010199214
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A root-N consistent estimator for some fixed-effects panel data sample selection models
Ai, Chunrong; Meng, Meixia - In: Economics letters 116 (2012) 3, pp. 411-413
Persistent link: https://www.econbiz.de/10009674312
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A computationally practical robust simulation estimator for dynamic panel tobit models
Chang, Sheng-kai - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10009521857
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The accuracy of inference in small samples of dynamic panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2001
Through Monte Carlo experiments the small sample behavior is examinedof various inference techniques for dynamic panel …
Persistent link: https://www.econbiz.de/10011313931
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Simple methods for consistent estimation of dynamic panel data sample selection models
Sadoon, Majid M. al-; Jiménez-Martín, Sergi; Labeaga, … - 2019
Persistent link: https://www.econbiz.de/10011994122
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Estimation of dynamic models of recurring events with censored data
Gorgens, Tue; Lee, Sanghyeok - 2017
Persistent link: https://www.econbiz.de/10011884671
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Monte Carlo evidence on the estimation of AR(1) panel data sample selection models
Jiménez-Martín, Sergi; Labeaga, José M. - 2016
Persistent link: https://www.econbiz.de/10011649336
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Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin; Tsay, Wen-jen - In: Econometric reviews 37 (2018) 6/10, pp. 744-759
Persistent link: https://www.econbiz.de/10012040407