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Inference after discretizing unobserved heterogeneity

Beyhum, Jad; Mugnier, Martin - 2024

version of the model studied in Bonhomme et al. (2022). We show that inference is possible in this setting using a …

Persistent link: https://www.econbiz.de/10015193955

Almuzara, Martín; Sancibrián, Victor - 2024

We study estimation and inference in panel data regression models when the regressors of interest are macro shocks …. In general, including lags as controls and then clustering over the cross-section leads to simple, robust inference. …

Persistent link: https://www.econbiz.de/10014581866

Testing productivity change, frontier shift, and efficiency change

Asmild, Mette; Kronborg, Dorte; Rønn-Nielsen, Anders - 2018

Inference about productivity change over time based on data envelopment (DEA) has focused primarily on the Malmquist …

Persistent link: https://www.econbiz.de/10012101069

Practical aspects of using quadratic moment conditions in linear dynamic panel data models

Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019

We study the estimation of the lag parameter of linear dynamic panel data models with first order dynamics based on the quadratic Ahn and Schmidt (1995) moment conditions. Our contribution is twofold: First, we show that extending the standard assumptions by mean stationarity and time series...

Persistent link: https://www.econbiz.de/10012109572

Inference for structural equation modelling on dependent populations

Papadopoulos, Savas - In: International Journal of Computational Economics and … 2 (2011) 2, pp. 123-153

Latent variable modelling is used widely in applications to economics, social and behavioural sciences. Since the normality-based model fitting procedures are simple and broadly available, and since such procedures are often applied to non-normal data or non-random samples, it is important to...

Persistent link: https://www.econbiz.de/10009352384