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

DOI10.1007/S10182-009-0117-2MaRDI QIDQ5962988zbMATH OpenOpenAlexFDO

Authors Markus Pannenberg, Martin Spiess

Publication date 25 February 2016

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-009-0117-2

zbMATH Keywords

covariance structureGEEreal wagestwo-equation panel data modelvariable pay

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to economics (62P20)

Recommendations

• GMM estimation of linear panel data models with time-varying individual effects
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Estimation of dynamic panel data sample selection models
• Estimation of a Panel Data Sample Selection Model
• GQL estimation in linear dynamic models for panel data

Cites work

• ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS
• An estimating equations approach for the LISCOMP model
• An Optimum Property of Regular Maximum Likelihood Estimation
• Coefficients of correlation for simultaneous equation systems
• Correlated Binary Regression with Covariates Specific to Each Binary Observation
• Econometric analysis of cross section and panel data.
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• Inference based on estimating functions in the presence of nuisance parameters. With comments and rejoinder
• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Multivariate statistical modelling based on generalized linear models.
• Quasi-likelihood functions
• Small sample validity of latent variable models for correlated binary data

Describes a project that uses

Uses Software

• Fahrmeir

This page was built for publication: 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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5962988)