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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
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How far does the apple really fall from the tree? : practical guidance on measuring intergenerational mobility from a simulation framework
Cardona, Marcelo; Jones, Sam - 2021
flexible simulation model, allowing us to quantify the bias associated with different empirical choices. Our evidence suggests …
Persistent link: https://www.econbiz.de/10012545432
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Multiplicative Measurement Error and the Simulation Extrapolation Method
Biewen, Elena - 2008
variants to specify the multiplicative measurement error model in the simulation step of the Simulation-Extrapolation (SIMEX …
Persistent link: https://www.econbiz.de/10012724400
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Analysis of the effects of adjusting for binary non-confounders in a logistic regression model after all true confounders have been accounted for : a simulation study
Moret, Ravan; Chapple, Andrew G. - 2022
exhaustive simulation study with thousands of randomly generated scenarios to make general statements about over-adjusting in …
Persistent link: https://www.econbiz.de/10013193829
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A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
Keane, Michael P. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10012764470
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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 …
Persistent link: https://www.econbiz.de/10014075292
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Relative Performance Evaluation and Peer-Performance Summarization Errors
Dikolli, Shane S.; Hofmann, Christian; Pfeiffer, Thomas - 2011
empiricist will not find evidence for RPE (i.e., precluding a Type-I error). Using simulation methods, we demonstrate evidence of … the sensitivity of empirical inferences to the bias. In particular, the simulation shows how an empiricist can conclude …
Persistent link: https://www.econbiz.de/10014182889
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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2019
This paper shows how to bootstrap hypothesis tests in the context of the Parks (Efficient estimation of a system of regression equations when disturbances are both serially and contemporaneously correlated 1967) estimator. It then demonstrates that the bootstrap outperforms Parks's top...
Persistent link: https://www.econbiz.de/10012018487
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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2020
This paper shows how to bootstrap hypothesis tests in the context of the Parks’s (1967) Feasible Generalized Least Squares estimator. It then demonstrates that the bootstrap outperforms FGLS(Parks)’s top competitor. The FGLS(Parks) estimator has been a workhorse for the analysis of panel...
Persistent link: https://www.econbiz.de/10012160012
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A new INAR(1) model for Z-valued time series using the relative binomial thinning operator
Kachour, Maher; Bakouch, Hassan S.; Mohammadi, Zohreh - In: Jahrbücher für Nationalökonomie und Statistik 243 (2023) 2, pp. 125-152
conditional maximum likelihood methods are considered for the parameter estimation of the model. Moreover, simulation experiments …
Persistent link: https://www.econbiz.de/10014514104