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/S10182-009-0117-2zbMATH Open1331.62366OpenAlexW1988310573MaRDI QIDQ5962988FDOQ5962988

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

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zbMATH Keywords

covariance structureGEEreal wagestwo-equation panel data modelvariable pay

Mathematics Subject Classification ID

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

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Correlated Binary Regression with Covariates Specific to Each Binary Observation
• An Optimum Property of Regular Maximum Likelihood Estimation
• Longitudinal data analysis using generalized linear models
• Multivariate statistical modelling based on generalized linear models.
• Title not available (Why is that?)
• Small sample validity of latent variable models for correlated binary data
• Quasi-likelihood functions
• Inference based on estimating functions in the presence of nuisance parameters. With comments and rejoinder
• An estimating equations approach for the LISCOMP model
• ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS
• Coefficients of correlation for simultaneous equation systems

Uses Software

• Fahrmeir

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