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A Computationally Practical Simulation Estimator for Panel Data

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Cited by:

  1. Florian Heiss, 2008. "Sequential numerical integration in nonlinear state space models for microeconometric panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(3), pages 373-389.
  2. Bound, John & Stinebrickner, Todd & Waidmann, Timothy, 2010. "Health, economic resources and the work decisions of older men," Journal of Econometrics, Elsevier, vol. 156(1), pages 106-129, May.
  3. Bryan S. Graham & Andrin Pelican, 2023. "Scenario Sampling for Large Supermodular Games," Papers 2307.11857, arXiv.org.
  4. Giorgio Calzolari & Laura Magazzini, 2012. "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Empirical Economics, Springer, vol. 43(1), pages 145-152, August.
  5. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
  6. Asea, Patrick K. & Turnovsky, Stephen J., 1998. "Capital income taxation and risk-taking in a small open economy," Journal of Public Economics, Elsevier, vol. 68(1), pages 55-90, April.
  7. Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986. "Classical estimation methods for LDV models using simulation," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441, Elsevier.
  8. Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2018. "A discrete/continuous choice model on a nonconvex budget set," Econometric Reviews, Taylor & Francis Journals, vol. 37(2), pages 89-113, February.
  9. Denis Fougère & Julien Pouget, 2003. "Les déterminants économiques de l'entrée dans la fonction publique," Économie et Statistique, Programme National Persée, vol. 369(1), pages 15-48.
  10. Mutuc, Maria Erlinda M. & Rejesus, Roderick M. & Pan, Suwen & Yorobe, Jose M., 2012. "Impact Assessment of Bt Corn Adoption in the Philippines," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(1), pages 117-135, February.
  11. Fernandez-Cornejo, Jorge & Wechsler, Seth James, 2012. "Fifteen Years Later: Examining the Adoption of Bt Corn Varieties by U.S. Farmers," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124257, Agricultural and Applied Economics Association.
  12. Jean-François Richard, 2015. "Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables," Working Paper 5778, Department of Economics, University of Pittsburgh.
  13. Breitung, Jörg & Lechner, Michael, 1998. "Alternative GMM methods for nonlinear panel data models," SFB 373 Discussion Papers 1998,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  14. van Dijk, Bram & Paap, Richard, 2008. "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, vol. 146(1), pages 1-9, September.
  15. Arimura, Toshi H. & Hibiki, Akira & Katayama, Hajime, 2008. "Is a voluntary approach an effective environmental policy instrument?: A case for environmental management systems," Journal of Environmental Economics and Management, Elsevier, vol. 55(3), pages 281-295, May.
  16. Paleti, Rajesh, 2018. "Generalized multinomial probit Model: Accommodating constrained random parameters," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 248-262.
  17. Mark B. Stewart, 2007. "The interrelated dynamics of unemployment and low-wage employment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 511-531.
  18. Vijaya Sundararajan & Ou Yang & Jongsay Yong, 2023. "Socioeconomic status and access to care in a universal healthcare system: The case of acute myocardial infarction in Australia," Melbourne Institute Working Paper Series wp2023n10, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  19. Anjana Susarla, 2012. "Contractual Flexibility, Rent Seeking, and Renegotiation Design: An Empirical Analysis of Information Technology Outsourcing Contracts," Management Science, INFORMS, vol. 58(7), pages 1388-1407, July.
  20. Prowse, Victoria L., 2005. "State Dependence in a Multi-State Model of Employment Dynamics," IZA Discussion Papers 1623, Institute of Labor Economics (IZA).
  21. Patrícia Araújo Amarante & Magno Vamberto Batista Silva & Paulo Aguiar Monte, 2019. "Does the spatial density of employment stimulate inter-firm worker mobility? An analysis of Brazilian municipalities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 63(1), pages 85-115, August.
  22. Hanna Hottenrott & Bettina Peters, 2012. "Innovative Capability and Financing Constraints for Innovation: More Money, More Innovation?," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1126-1142, November.
  23. Allen, W. David, 2009. "Interview effects in the reporting of domestic violence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(2), pages 288-300, March.
  24. Paul Frijters & Bas van der Klaauw, 2006. "Job Search with Nonparticipation," Economic Journal, Royal Economic Society, vol. 116(508), pages 45-83, January.
  25. Paul Sullivan, 2009. "Estimation of an Occupational Choice Model when Occupations are Misclassified," Journal of Human Resources, University of Wisconsin Press, vol. 44(2).
  26. Thierry Kamionka & Guy Lacroix, 2018. "Homeownership, Labour Market Transitions and Earnings," Cahiers de recherche 1819, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  27. Lassassi, Moundir & Hammouda, Nacer-Eddine, 2009. "Déterminants de la participation au marché du travail et choix occupationnel: une analyse microéconométrique appliquée au cas de l'Algérie [Microeconometric analysis of determinants of occupational," MPRA Paper 31189, University Library of Munich, Germany.
  28. John Bound & Todd Stinebrickner & Timothy Waidman, 2004. "Using a Structural Retirement Model to Simulate the Effect of Changes to the OASDI and Medicare Programs," Working Papers wp091, University of Michigan, Michigan Retirement Research Center.
  29. Zhu, Junyi, 2012. "Saving and learning: Theory and evidence from saving for child's college," Discussion Papers 21/2012, Deutsche Bundesbank.
  30. Inkmann, Joachim, 2000. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Journal of Econometrics, Elsevier, vol. 97(2), pages 227-259, August.
  31. Diansheng Dong & Yuqing Zheng & Hayden Stewart, 2020. "The effects of food sales taxes on household food spending: An application of a censored cluster model," Agricultural Economics, International Association of Agricultural Economists, vol. 51(5), pages 669-684, September.
  32. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007. "Estimating Macroeconomic Models: A Likelihood Approach," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1059-1087.
  33. Victoria Prowse, 2012. "Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 411-431, April.
  34. Flipo, Anne & Fougere, Denis & Olier, Lucile, 2007. "Is the household demand for in-home services sensitive to tax reductions? The French case," Journal of Public Economics, Elsevier, vol. 91(1-2), pages 365-385, February.
  35. Vitaliy Roud & Valeriya Vlasova, 2016. "Firm-Level Evidence on the Cooperative Innovation Strategies in Russian Manufacturing," HSE Working papers WP BRP 63/STI/2016, National Research University Higher School of Economics.
  36. Shiko Maruyama, 2009. "Estimating Sequential-move Games by a Recursive Conditioning Simulator," Discussion Papers 2009-01, School of Economics, The University of New South Wales.
  37. K. F. Lam & Y. W. Lee & T. L. Leung, 2002. "Modeling Multivariate Survival Data by a Semiparametric Random Effects Proportional Odds Model," Biometrics, The International Biometric Society, vol. 58(2), pages 316-323, June.
  38. Thierry Kamionka & Cyriaque Edon, 2007. "Modélisation dynamique de la participation au marché du travail des femmes en couple," Annals of Economics and Statistics, GENES, issue 86, pages 77-108.
  39. Andrew Ching, 2000. "Dynamic Equilibrium in the US Prescription Drug Market After Patent Expiration," Econometric Society World Congress 2000 Contributed Papers 1242, Econometric Society.
  40. Otello Ardovino & Luca Pennacchio & Giuseppe Piroli, 2014. "Direct and indirect effects of R&D cooperation on the innovation of Italian firms," EERI Research Paper Series EERI RP 2014/03, Economics and Econometrics Research Institute (EERI), Brussels.
  41. Troske, Kenneth R. & Voicu, Alexandru, 2010. "Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques," Labour Economics, Elsevier, vol. 17(1), pages 150-169, January.
  42. María Á. García-Valiñas & Roberto Martínez-Espiñeira & Marta Suárez-Varela Maciá, 2021. "Price and Consumption Misperception Profiles: The Role of Information in the Residential Water Sector," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(4), pages 821-857, December.
  43. Elrod, Terry & Keane, Michael, 1995. "A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data," MPRA Paper 52434, University Library of Munich, Germany.
  44. Algers, Staffan & Bergström, Pål & Dahlberg, Matz & Lindqvist Dillén, Johanna, 1998. "Mixed Logit Estimation of the Value of Travel Time," Working Paper Series 1998:15, Uppsala University, Department of Economics.
  45. Bostian, AJ & Bostian, Moriah & Laukkanen, Marita & Simola, Antti Mikko, 2017. "Assessing The Impact Of Agri-Environmental Management Practices On Farm Productivity When Adoption Is Endogenous," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261154, European Association of Agricultural Economists.
  46. Vijverberg, Wim P. M., 1996. "Monte Carlo evaluation of multivariate Student's t probabilities," Economics Letters, Elsevier, vol. 52(1), pages 1-6, July.
  47. Arimura, Toshi H. & Darnall, Nicole & Katayama, Hajime, 2011. "Is ISO 14001 a gateway to more advanced voluntary action? The case of green supply chain management," Journal of Environmental Economics and Management, Elsevier, vol. 61(2), pages 170-182, March.
  48. Lucchetti, Riccardo & Pigini, Claudia, 2017. "DPB: Dynamic Panel Binary Data Models in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i08).
  49. Tülin Erdem & Susumu Imai & Michael Keane, 2003. "Brand and Quantity Choice Dynamics Under Price Uncertainty," Quantitative Marketing and Economics (QME), Springer, vol. 1(1), pages 5-64, March.
  50. Jaehwan Kim & Greg M. Allenby & Peter E. Rossi, 2002. "Modeling Consumer Demand for Variety," Marketing Science, INFORMS, vol. 21(3), pages 229-250, December.
  51. Silvio Rendon, 2012. "A Discrete Choice Approach to Estimating Armed Conflicts’ Casualties: Revisiting the Numbers of a ‘Truth Commission’," Department of Economics Working Papers 12-03, Stony Brook University, Department of Economics.
  52. Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan, 2013. "Analysis of discrete dependent variable models with spatial correlation," Economics Working Papers 2013-01, Christian-Albrechts-University of Kiel, Department of Economics.
  53. Timothy Gilbride & Sha Yang & Greg Allenby, 2005. "Modeling Simultaneity in Survey Data," Quantitative Marketing and Economics (QME), Springer, vol. 3(4), pages 311-335, December.
  54. William R. Kerr & William F. Lincoln & Prachi Mishra, 2014. "The Dynamics of Firm Lobbying," American Economic Journal: Economic Policy, American Economic Association, vol. 6(4), pages 343-379, November.
  55. Pradeep K. Chintagunta & Harikesh S. Nair, 2011. "Structural Workshop Paper --Discrete-Choice Models of Consumer Demand in Marketing," Marketing Science, INFORMS, vol. 30(6), pages 977-996, November.
  56. Giulia Bettin & Riccardo Lucchetti, 2016. "Steady streams and sudden bursts: persistence patterns in remittance decisions," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(1), pages 263-292, January.
  57. Kemptner, Daniel & Haan, Peter & Prowse, Victoria, 2016. "Lifetime income inequality with taxation and public benefits," VfS Annual Conference 2016 (Augsburg): Demographic Change 145564, Verein für Socialpolitik / German Economic Association.
  58. Keane, Michael, 1997. "Current Issues in Discrete Choice Modeling," MPRA Paper 52515, University Library of Munich, Germany.
  59. Bernal, Raquel & Keane, Michael P., 2010. "Quasi-structural estimation of a model of childcare choices and child cognitive ability production," Journal of Econometrics, Elsevier, vol. 156(1), pages 164-189, May.
  60. Voicu, Alexandru & Buddelmeyer, Hielke, 2003. "Children and Women's Participation Dynamics: Transitory and Long-Term Effects," IZA Discussion Papers 729, Institute of Labor Economics (IZA).
  61. Masuhara, Hiroaki, 2013. "Semiparametric duration analysis with an endogenous binary variable: An application to hospital stays," CIS Discussion paper series 597, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  62. Houser, Daniel, 2003. "Bayesian analysis of a dynamic stochastic model of labor supply and saving," Journal of Econometrics, Elsevier, vol. 113(2), pages 289-335, April.
  63. Robert M. Sauer, 2015. "Does It Pay For Women To Volunteer?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 537-564, May.
  64. Bound, John & Schoenbaum, Michael & Stinebrickner, Todd R. & Waidmann, Timothy, 1999. "The dynamic effects of health on the labor force transitions of older workers," Labour Economics, Elsevier, vol. 6(2), pages 179-202, June.
  65. Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman, 2007. "Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation," Economics Working Papers 2007-11, Christian-Albrechts-University of Kiel, Department of Economics.
  66. Tobias Müller & Stefan Boes, 2020. "Disability insurance benefits and labor supply decisions: evidence from a discontinuity in benefit awards," Empirical Economics, Springer, vol. 58(5), pages 2513-2544, May.
  67. Steve Bradley & Rob Crouchley, 2020. "The effects of test scores and truancy on youth unemployment and inactivity: a simultaneous equations approach," Empirical Economics, Springer, vol. 59(4), pages 1799-1831, October.
  68. Chang Sheng-Kai, 2011. "A Computationally Practical Robust Simulation Estimator for Dynamic Panel Tobit Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-21, September.
  69. Michael P. Keane & Robert M. Sauer, 2009. "Classification Error in Dynamic Discrete Choice Models: Implications for Female Labor Supply Behavior," Econometrica, Econometric Society, vol. 77(3), pages 975-991, May.
  70. Keane, Michael P & Wolpin, Kenneth I, 1994. "The Solution and Estimation of Discrete Choice Dynamic Programming Models by Simulation and Interpolation: Monte Carlo Evidence," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 648-672, November.
  71. Geweke, John F. & Keane, Michael P. & Runkle, David E., 1997. "Statistical inference in the multinomial multiperiod probit model," Journal of Econometrics, Elsevier, vol. 80(1), pages 125-165, September.
  72. JongRoul Woo & HyungBin Moon & Jongsu Lee & Jinyong Jang, 2017. "Public attitudes toward the construction of new power plants in South Korea," Energy & Environment, , vol. 28(4), pages 499-517, June.
  73. Hanna Hottenrott & Cornelia Lawson, 2014. "Research grants, sources of ideas and the effects on academic research," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 23(2), pages 109-133, March.
  74. Abay, Kibrom A. & Paleti, Rajesh & Bhat, Chandra R., 2013. "The joint analysis of injury severity of drivers in two-vehicle crashes accommodating seat belt use endogeneity," Transportation Research Part B: Methodological, Elsevier, vol. 50(C), pages 74-89.
  75. Lange, Andreas & Löschel, Andreas & Vogt, Carsten & Ziegler, Andreas, 2010. "On the self-interested use of equity in international climate negotiations," European Economic Review, Elsevier, vol. 54(3), pages 359-375, April.
  76. Raghuram Iyengar & Asim Ansari & Sunil Gupta, 2003. "Leveraging Information Across Categories," Quantitative Marketing and Economics (QME), Springer, vol. 1(4), pages 425-465, December.
  77. Andrew T. Ching & Tülin Erdem & Michael P. Keane, 2013. "Learning Models: An Assessment of Progress, Challenges and New Developments," Economics Papers 2013-W07, Economics Group, Nuffield College, University of Oxford.
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  83. Brian Volz, 2013. "Race and the Likelihood of Managing in Major League Baseball," Journal of Labor Research, Springer, vol. 34(1), pages 30-51, March.
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  125. Sundararajan, Vijaya & Yang, Ou & Yong, Jongsay, 2023. "Socioeconomic status and access to care in a universal health care system: The case of acute myocardial infarction in Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 1-25.
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  128. Pigini, Claudia & Presbitero, Andrea F. & Zazzaro, Alberto, 2016. "State dependence in access to credit," Journal of Financial Stability, Elsevier, vol. 27(C), pages 17-34.
  129. Ching, Andrew T., 2010. "Consumer learning and heterogeneity: Dynamics of demand for prescription drugs after patent expiration," International Journal of Industrial Organization, Elsevier, vol. 28(6), pages 619-638, November.
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