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Huang, Fali - East Asian Bureau of Economic Research (EABER) - 2006

This paper estimates production functions of child cognitive and social development using a panel data of nine-year old children each with over two hundred home and school inputs as well as family background variables. A tree regression method is used to conduct estimation under various...

Persistent link: https://www.econbiz.de/10009365077

Maximum Likelihood Estimation of the Panel Sample Selection Model

Lai, Hung-pin; Tsay, Wen-Jen - Institute of Economics, Academia Sinica - 2012

Heckman’s (1976, 1979) sample selection model has been employed in many studies of linear or nonlinear regression applications. It is well known that ignoring the sample selectivity problem may result in inconsistency of the estimator due to the correlation between the statistical errors in...

Persistent link: https://www.econbiz.de/10010857153

Testing for Panel Unit Roots in the Presence of Spatial Dependency

Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - Handelns Utredningsinstitut (HUI Research) - 2012

In this the size and power properties of the common factor Im, Pesaran and Shin (CIPS), Wald (W), likelihood ratio (LR) and Lagrange multiplier (LM) tests are investigated when the error term follows a spatial error model. The results from the Monte Carlo simulations used in this study, firstly...

Persistent link: https://www.econbiz.de/10010585719

Identifying the robust economic, geographical and political determinants of FDI: An extreme bounds analysis

Stewart, Chris; Tsoukis, Dr. Christopher; Chanegriha, Melisa - School of Economics, Kingston University - 2014

Understanding what determines Foreign Direct Investment (FDI) inflows remains a primary concern of economists and policy makers; yet, the uncertainty surrounding FDI theories and empirical approaches has created much ambiguity regarding the determinants of FDI. This paper undertakes an...

Persistent link: https://www.econbiz.de/10010943342

The Impact of Public Credit Programs on Brazilian Firms

Maffioli, Alessandro; Negri, João Alberto De; … - Inter-American Development Bank - 2011

matching methods for robustness check. Our results consistently show that access to public credit lines has a significant and …

Persistent link: https://www.econbiz.de/10009416001

Estimating Econometric Models with Fixed Effects.

Greene, W. - Finance Department, Stern School of Business - 2001

The application of nonlinear fixed effects models in econometrics has often been avoided for two reasons, one methodological, one practical. The methodological question centers on a incidental parametres problem that raises questions about the statistical properties of the estimator. The...

Persistent link: https://www.econbiz.de/10005776453

The Estimation of Multi-dimensional Fixed Effects Panel Data Models

Balazsi, Laszlo; Matyas, Laszlo; Wansbeek, Tom J. - 2015

The paper introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then...

Persistent link: https://www.econbiz.de/10010500421

Fixed and Random Effects in Nonlinear Models.

Greene, W. - Finance Department, Stern School of Business - 2001

This paper surveys recently developed approaches to analyzing panel data with nonlinear models. We summarize a number of results on estimation of fixed and random effects models in nonlinear modeling frameworks such as discrete choice, count data, duration, censored data, sample selection,...

Persistent link: https://www.econbiz.de/10005626163

Some practical guidance for the implementation of propensity score matching

Caliendo, Marco; Kopeinig, Sabine - 2005

Propensity Score Matching (PSM) has become a popular approach to estimate causal treatment effects. It is widely … decision has to be made concerning the estimation of the propensity score. Following that one has to decide which matching … algorithm to choose and determine the region of common support. Subsequently, the matching quality has to be assessed and …

Persistent link: https://www.econbiz.de/10010267553

The effects of public sector sponsored training on individual employment performance in East Germany

Hujer, Reinhard; Wellner, Marc - 2000

problem, i.e. to find an adequate control group for the group of trainees, we employ matching methods. The training effect is …

Persistent link: https://www.econbiz.de/10011325978