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

Arulampalam, Wiji; Stewart, Mark B. - Department of Economics, University of Warwick - 2008

This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model and other dynamic nonlinear panel data models using standard software. It then compares the estimators proposed by Heckman, Orme and Wooldridge, based on three...

Persistent link: https://www.econbiz.de/10005748202

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Arulampalam, Wiji; Stewart, Mark B. - 1991

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Modelling the probability of leaving unemployment : competing risks models with flexible baseline hazards

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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators

Arulampalam, Wiji (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003866056

Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators

Arulampalam, Wiji (contributor); … - 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...