Estimation of dynamic panel data sample selection models

DOI10.1111/1467-937X.00180MaRDI QIDQ2763323zbMATH OpenOpenAlexFDO

Authors Ekaterini Kyriazidou

Publication date 6 March 2002

Published in The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-937x.00180

zbMATH Keywords

tablesgeneralized method of momentsmoment restrictionsMonte-Carlo study

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(20)

• GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany
• Dynamic panel data methods and practice
• Binary choice panel data models with predetermined variables
• Estimating panel data models in the presence of endogeneity and selection
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
• Nonseparable panel models with index structure and correlated random effects
• Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
• Multiplicative-error models with sample selection
• Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
• Selection corrections for panel data models under conditional mean independence assumptions
• Bias corrections for two-step fixed effects panel data estimators
• Maximum simulated likelihood estimation of the panel sample selection model
• Heterogeneity and selection in dynamic panel data
• Selection correction in panel data models: An application to the estimation of females' wage equations
• Estimating dynamic panel data discrete choice models with fixed effects
• Monte Carlo evidence on the estimation method for industry dynamics
• Dynamic bunching estimation with panel data
• Treatment evaluation with multiple outcome periods under endogeneity and attrition
• scientific article; zbMATH DE number 4096656 (Why is no real title available?)
• Local generalized method of moments estimation based on kernel weights: An application to panel data

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