Estimation of Panel Data Models with Two-Sided Censoring
Title | Estimation of Panel Data Models with Two-Sided Censoring PDF eBook |
Author | Sule Alan |
Publisher | |
Pages | 0 |
Release | 2009 |
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It is straightforward to construct moment conditions for two-sided censored panel data regression models with strictly exogenous explanatory variables. The contribution of this note is to show that one set of these moment conditions uniquely identify the parameters of the model under a natural full-rank condition. The identification result suggests an estimator that is then applied to evaluate the portfolio allocation effect of a Danish tax reform that increased the after-tax capital income of bonds relative to stocks.
Estimation of Panel Data Regression Models with Two-sided Censoring Or Truncation
Title | Estimation of Panel Data Regression Models with Two-sided Censoring Or Truncation PDF eBook |
Author | |
Publisher | |
Pages | |
Release | 2011 |
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Estimation of Panel Data Models with Two-sided Censoring
Title | Estimation of Panel Data Models with Two-sided Censoring PDF eBook |
Author | Søren Leth-Petersen |
Publisher | |
Pages | |
Release | 2006 |
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CAM Working Papers
Title | CAM Working Papers PDF eBook |
Author | Bo E. Honoré |
Publisher | |
Pages | |
Release | 2006 |
Genre | |
ISBN |
Analysis of Panels and Limited Dependent Variable Models
Title | Analysis of Panels and Limited Dependent Variable Models PDF eBook |
Author | Cheng Hsiao |
Publisher | Cambridge University Press |
Pages | 352 |
Release | 1999-07-29 |
Genre | Business & Economics |
ISBN | 113943134X |
This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.
Essays in Honor of Jerry Hausman
Title | Essays in Honor of Jerry Hausman PDF eBook |
Author | Badi H. Baltagi |
Publisher | Emerald Group Publishing |
Pages | 576 |
Release | 2012-12-17 |
Genre | Business & Economics |
ISBN | 1781903077 |
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Panel Data Econometrics with R
Title | Panel Data Econometrics with R PDF eBook |
Author | Yves Croissant |
Publisher | John Wiley & Sons |
Pages | 321 |
Release | 2018-11-05 |
Genre | Mathematics |
ISBN | 1118949161 |
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.