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Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2021

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10013315902

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models with Cross-Sectional Heteroskedasticity

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2015

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10014170199

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10009545313

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10009570680

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

Persistent link: https://www.econbiz.de/10009580056

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10010282268

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10010283629

Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators

Stewart, Mark B. - 2007

This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...

Persistent link: https://www.econbiz.de/10012775847

Efficiency Results of Mle and GMM Estimation with Sampling Weights

Butler, J.S - 1998

This paper examines the theory of the estimation of econometric models and Hausman tests with sampling weights. The Manski-Lerman weighted conditional MLE is emphasized because of its popularity in econometric estimation with sampling weights. It is an inefficient alternative to full information...

Persistent link: https://www.econbiz.de/10014220750

Colonial legacies on employment : comparisons between some former Anglophone and French colonies

Neifar, Malika - In: Review of economics and political science : REPS 8 (2023) 1, pp. 68-82

Anglophone ones. Design/methodology/approach – Using a panel of 44 countries taken from Africa and Middle East Area, elasticities … are estimated in the first stage by rolling regression. Then, both static and dynamic panel models are investigated …

Persistent link: https://www.econbiz.de/10014245790