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Two-step estimation of panel data models with censored endogenous variables and selection bias

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  1. Dadanlar, Hazel H. & Abebe, Michael A., 2020. "Female CEO leadership and the likelihood of corporate diversity misconduct: Evidence from S&P 500 firms," Journal of Business Research, Elsevier, vol. 118(C), pages 398-405.
  2. Han Hong & Elie Tamer, 2003. "Inference in Censored Models with Endogenous Regressors," Econometrica, Econometric Society, vol. 71(3), pages 905-932, May.
  3. Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2001. "An analysis of housing expenditure using semiparametric models and panel data," Journal of Econometrics, Elsevier, vol. 101(1), pages 71-107, March.
  4. Nancy Sebastian, 2019. "(Re)investigation of Rural Women’s Labour Supply in India: The Impact of Household Poverty Status—A Panel Data Analysis," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 13(4), pages 436-469, November.
  5. Catia Nicodemo, 2009. "Selection Bias and Unobservable Heterogeneity applied at the Wage Equation of European Married Women," Working Papers wpdea0906, Department of Applied Economics at Universitat Autonoma of Barcelona.
  6. Semykina, Anastasia & Wooldridge, Jeffrey M., 2010. "Estimating panel data models in the presence of endogeneity and selection," Journal of Econometrics, Elsevier, vol. 157(2), pages 375-380, August.
  7. Honore, Bo E. & Hu, Luojia, 2004. "Estimation of cross sectional and panel data censored regression models with endogeneity," Journal of Econometrics, Elsevier, vol. 122(2), pages 293-316, October.
  8. Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves Without Crossing," Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, May.
  9. Fernando Botelho & Vladimir Ponczek, 2011. "Segmentation in the Brazilian Labor Market," Economic Development and Cultural Change, University of Chicago Press, vol. 59(2), pages 437-463.
  10. D'Addio, Anna Cristina & De Greef, Isabelle & Rosholm, Michael, 2002. "Assessing Unemployment Traps in Belgium Using Panel Data Sample Selection Models," IZA Discussion Papers 669, Institute of Labor Economics (IZA).
  11. Lukas Menkhoff & Sahra Sakha, 2016. "Determinants of Risk Aversion over Time: Experimental Evidence from Rural Thailand," Discussion Papers of DIW Berlin 1582, DIW Berlin, German Institute for Economic Research.
  12. Peter Jensen & Michael Rosholm & Mette Verner, "undated". "A Comparison of Different Estimators for Panel Data Sample Selection Models," Economics Working Papers 2002-1, Department of Economics and Business Economics, Aarhus University.
  13. Kano, Kazuko & Kano, Takashi & Takechi, Kazutaka, 2013. "Exaggerated death of distance: Revisiting distance effects on regional price dispersions," Journal of International Economics, Elsevier, vol. 90(2), pages 403-413.
  14. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2007. "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," CIRANO Working Papers 2007s-06, CIRANO.
  15. Trottmann, Maria & Zweifel, Peter & Beck, Konstantin, 2012. "Supply-side and demand-side cost sharing in deregulated social health insurance: Which is more effective?," Journal of Health Economics, Elsevier, vol. 31(1), pages 231-242.
  16. Michael Binder & Marcel Bluhm, 2010. "On the Conditional Effects of IMF Program Participation on Output Growth," CESifo Working Paper Series 3161, CESifo.
  17. Heng Chen & Marie-Hélène Felt & Kim P. Huynh, 2017. "Retail payment innovations and cash usage: accounting for attrition by using refreshment samples," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 503-530, February.
  18. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
  19. Balboa, Marina & Marti, Jose, 2007. "Factors that determine the reputation of private equity managers in developing markets," Journal of Business Venturing, Elsevier, vol. 22(4), pages 453-480, July.
  20. Inmaculada Garc�a Mainar & V�ctor M. Montuenga G�mez, 2004. "Returns to education and to experience within the EU: are there differences between wage earners and the self-employed?," Documentos de Trabajo dt2004-08, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
  21. Cho, Yongwon, 2013. "The Effect of the National School Lunch Program on Childhood Obesity," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150758, Agricultural and Applied Economics Association.
  22. Annamaria Nese & Niall O'Higgins, 2005. "In and Out of the Capitalia Sample: Evaluating Attrition Bias," Working Papers 3_174, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
  23. Giulia Bettin & Riccardo Lucchetti & Claudia Pigini, 2016. "State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany," Mo.Fi.R. Working Papers 127, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  24. Auci, Sabrina & Pronti, Andrea, 2023. "Irrigation technology adaptation for a sustainable agriculture: A panel endogenous switching analysis on the Italian farmland productivity," Resource and Energy Economics, Elsevier, vol. 74(C).
  25. M. Disli & K. Schoors, 2013. "Bank rebranding and depositor loyalty," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/867, Ghent University, Faculty of Economics and Business Administration.
  26. Michael P. Kidd & Euan Phimister & Ivan Ferko, 2003. "Are Employment Effects of Gender Discrimination Important? Some Evidence from Great Britain," Manchester School, University of Manchester, vol. 71(6), pages 593-610, December.
  27. Hirschauer, Norbert & Grüner, Sven & Mußhoff, Oliver & Becker, Claudia & Jantsch, Antje, 2020. "Can p-values be meaningfully interpreted without random sampling?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 14, pages 71-91.
  28. Arie Kapteyn & James P. Smith & Arthur van Soest & James Banks, 2010. "Labor Market Status and Transitions during the Pre-Retirement Years: Learning from International Differences," NBER Chapters, in: Research Findings in the Economics of Aging, pages 63-92, National Bureau of Economic Research, Inc.
  29. de Boer, Henk-Wim & Jongen, Egbert L.W. & Kabatek, Jan, 2022. "The effectiveness of fiscal stimuli for working parents," Labour Economics, Elsevier, vol. 76(C).
  30. Albouy, Valerie & Davezies, Laurent & Debrand, Thierry, 2010. "Health expenditure models: A comparison using panel data," Economic Modelling, Elsevier, vol. 27(4), pages 791-803, July.
  31. Oscar Landerretche & Nicolás Lillo & Esteban Puentes, 2013. "The Union Effect on Wages in Chile: A Two-Stage Approach Using Panel Data," LABOUR, CEIS, vol. 27(2), pages 164-191, June.
  32. Artés, Joaquín, 2009. "Long-run versus short-run decisions: R&D and market structure in Spanish firms," Research Policy, Elsevier, vol. 38(1), pages 120-132, February.
  33. Paroma Sanyal & Linda R. Cohen, 2009. "Powering Progress: Restructuring, Competition, and R&D in the U.S. Electric Utility Industry," The Energy Journal, , vol. 30(2), pages 41-80, April.
  34. Nicoletti, Cheti, 2006. "Nonresponse in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 461-489, June.
  35. Craig A. Gallet & Gary A. Hoover & Junsoo Lee, 2006. "Putting Out Fires: An Examination of the Determinants of State Clean Indoor‐Air Laws," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 112-124, July.
  36. Jarvis, Lovell S. & Cancino, Jose P. & Bervejillo, Jose E., 2005. "The Effect of Foot and Mouth Disease on Trade and Prices in International Beef Markets," 2005 Annual meeting, July 24-27, Providence, RI 19424, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  37. Aditya Jain & Sanjog Misra & Nils Rudi, 2020. "The Effect of Sales Assistance on Purchase Decisions: An analysis using retail video data," Quantitative Marketing and Economics (QME), Springer, vol. 18(3), pages 273-303, September.
  38. Georgios Marios Chrysanthou, 2007. "Determinants of Trade Union Membership in Great Britain During 1991-2003," Discussion Papers 07/01, Department of Economics, University of York.
  39. Badi Baltagi & Seuck Song, 2006. "Unbalanced panel data: A survey," Statistical Papers, Springer, vol. 47(4), pages 493-523, October.
  40. Michaud, P.C., 2003. "Joint Labour Supply Dynamics of Older Couples," Discussion Paper 2003-69, Tilburg University, Center for Economic Research.
  41. Torberg Falch, 2008. "The elasticity of labor supply at the establishment level," Working Papers 1106, Princeton University, Department of Economics, Industrial Relations Section..
  42. Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
  43. Chrysanthou, Georgios Marios, 2014. "Heterogeneity, Endogeneity, Measurement Error and Identification of the Union Wage Impact," QM&ET Working Papers 14-4, University of Alicante, D. Quantitative Methods and Economic Theory, revised 05 Nov 2014.
  44. Mora, Jhon James & Muro, Juan, 2014. "Consistent estimation in pseudo panels in the presence of selection bias," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-25.
  45. Tingting Song & Qian Tang & Jinghua Huang, 2019. "Triadic Closure, Homophily, and Reciprocation: An Empirical Investigation of Social Ties Between Content Providers," Information Systems Research, INFORMS, vol. 30(3), pages 912-926, September.
  46. Henk-Wim de Boer & Egbert Jongen & Jan Kabatek, 2014. "The effectiveness of fiscal stimuli for working parents," CPB Discussion Paper 286.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  47. Le Thanh Tung, 2018. "The Impact Of Remittances On Domestic Investment In Developing Countries: Fresh Evidence From The Asia-Pacific Region," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 9(2).
  48. J L Ford & K Park & S Sen, 2009. "All Work and No Play: Pecuniary Versus Non-Pecuniary Factors in the Labour Supply of the Elderly," Discussion Papers 09-08, Department of Economics, University of Birmingham.
  49. Annamaria Nese & Niall O’Higgins, 2007. "Attrition bias in the Capitalia panel," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 54(3), pages 383-403, September.
  50. Torberg Falch, 2010. "The Elasticity of Labor Supply at the Establishment Level," Journal of Labor Economics, University of Chicago Press, vol. 28(2), pages 237-266, April.
  51. Valeria Costantini & Francesco Crespi, 2015. "European enlargement policy, technological capabilities and sectoral export dynamics," The Journal of Technology Transfer, Springer, vol. 40(1), pages 25-69, February.
  52. Jacob N. Arendt, 2002. "Endogeneity and Heterogeneity in LDV Panel Data Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-1, International Conferences on Panel Data.
  53. Chaudhry, Neeru & Kattamuri, Rohit, 2024. "Do defined contribution plans create value for shareholders?," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 616-633.
  54. Alessandro Zeli, 2018. "The impact of ACE on investment: the Italian case," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(3), pages 741-762, December.
  55. Lovell Jarvis & Esperanza Vera-Toscano, 2004. "Seasonal Adjustment in a Market for Female Agricultural Workers," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(1), pages 254-266.
  56. Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2017. "Evaluating the role of income, state dependence and individual specific heterogeneity in the determination of subjective health assessments," Economics & Human Biology, Elsevier, vol. 25(C), pages 85-98.
  57. Cassiman, Bruno & Veugelers, Rainhilde, 2003. "Which firms have cooperative R&D agreements with universities? Some empirical evidence from Belgian manufacturing," IESE Research Papers D/502, IESE Business School.
  58. Disli, Mustafa & Schoors, Koen & Meir, Jos, 2013. "Political connections and depositor discipline," Journal of Financial Stability, Elsevier, vol. 9(4), pages 804-819.
  59. Disli, Mustafa & Schoors, Koen & Meir, Jos, 2013. "Political connections and depositor discipline," Journal of Financial Stability, Elsevier, vol. 9(4), pages 804-819.
  60. Erfan Rezvani & Christian Rojas, 2022. "Firm responsiveness to consumers' reviews: The effect on online reputation," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 31(4), pages 898-922, November.
  61. Salas, Vania B., 2014. "International Remittances and Human Capital Formation," World Development, Elsevier, vol. 59(C), pages 224-237.
  62. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University.
  63. Carlsson, Fredrik & Martinsson, Peter & Akay, Alpaslan, 2011. "The effect of power outages and cheap talk on willingness to pay to reduce outages," Energy Economics, Elsevier, vol. 33(5), pages 790-798, September.
  64. de Boer, Henk-Wim & Jongen, Egbert L. W., 2020. "Analysing Tax-Benefit Reforms in the Netherlands: Using Structural Models and Natural Experiments," IZA Discussion Papers 12892, Institute of Labor Economics (IZA).
  65. Akay, Alpaslan & Tezic, Kerem, 2007. "Local Unemployment and the Earnings-Assimilation of Immigrant Men in Sweden: Evidence from Longitudinal Data, 1990-2000," Working Papers in Economics 277, University of Gothenburg, Department of Economics, revised 21 Jan 2007.
  66. Hugo Benítez-Silva & Debra S. Dwyer, 2003. "What to Expect when you are Expecting Rationality: Testing Rational Expectations using Micro Data," Working Papers wp037, University of Michigan, Michigan Retirement Research Center.
  67. Wooldridge, Jeffrey M., 2000. "A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables," Economics Letters, Elsevier, vol. 68(3), pages 245-250, September.
  68. Binder, Michael & Bluhm, Marcel, 2014. "On the Conditional Effects of IMF Loan Program Participation on Output Growth," IMFS Working Paper Series 78, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  69. Sakib, S M Nazmuz, 2021. "Money Demand and Inflation: The relationship between money demand, inflation, and the risk premium," SocArXiv xfypj, Center for Open Science.
  70. 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.
  71. Leonardo Grilli & Carla Rampichini, 2010. "Selection bias in linear mixed models," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 309-329.
  72. Mustafa Disli & Koen Schoors, 2019. "The Dynamic Effects Of Bank Rebranding And Familiarity Bias," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/955, Ghent University, Faculty of Economics and Business Administration.
  73. Binder, Michael & Bluhm, Marcel, 2017. "On the conditional effects of IMF program participation on output growth," Journal of Macroeconomics, Elsevier, vol. 51(C), pages 192-214.
  74. Chib, Siddhartha & Hamilton, Barton H., 2002. "Semiparametric Bayes analysis of longitudinal data treatment models," Journal of Econometrics, Elsevier, vol. 110(1), pages 67-89, September.
  75. Wang, Qiuyan & Findeis, Jill L., 2004. "Do Women Earn Less In Rural Areas? An Empirical Analysis Of The Female Rural-Urban Wage Differential," 2004 Annual meeting, August 1-4, Denver, CO 19982, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  76. William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
  77. Phimister, Euan, 2005. "Urban effects on participation and wages: Are there gender differences?," Journal of Urban Economics, Elsevier, vol. 58(3), pages 513-536, November.
  78. Mark L. Bryan, 2007. "Free to choose? Differences in the hours determination of constrained and unconstrained workers," Oxford Economic Papers, Oxford University Press, vol. 59(2), pages 226-252, April.
  79. Del Prete, Davide & Rungi, Armando, 2017. "Organizing the global value chain: A firm-level test," Journal of International Economics, Elsevier, vol. 109(C), pages 16-30.
  80. Hugo Benítez-Silva, 2003. "Labor Supply Flexibility and Portfolio Choice: An Empirical Analysis," Working Papers wp056, University of Michigan, Michigan Retirement Research Center.
  81. Veugelers, Reinhilde & Cassiman, Bruno, 2005. "R&D cooperation between firms and universities. Some empirical evidence from Belgian manufacturing," International Journal of Industrial Organization, Elsevier, vol. 23(5-6), pages 355-379, June.
  82. Bhargava, Alok, 2003. "Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India," Journal of Econometrics, Elsevier, vol. 112(1), pages 225-240, January.
  83. Kohn, Jennifer L. & Averett, Susan L., 2014. "The effect of relationship status on health with dynamic health and persistent relationships," Journal of Health Economics, Elsevier, vol. 36(C), pages 69-83.
  84. Akay, Alpaslan & Karabulut, Gokhan & Tezic, Kerem, 2006. "Economic Performance of Turkish Immigrant Men in the European Labour-Market: Evidence from Sweden," Working Papers in Economics 240, University of Gothenburg, Department of Economics.
  85. Ndambendia, Houdou, 2014. "Exports diversification and knowledge sharing from south-south and south-north economic cooperation: evidence from the Central and West Africa," MPRA Paper 71571, University Library of Munich, Germany, revised 2015.
  86. Huang, Donna & Leishman, Chris & Ong, Rachel & Lester, Laurence & Liang, Weidong, 2020. "Supporting Australia’s housing system: modelling pandemic policy responses," SocArXiv p63nw, Center for Open Science.
  87. Zimmer, David M., 2010. "The role of health insurance in labor supply decisions of divorced females," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 121-131, May.
  88. E. Phimister & D. Roberts, 2006. "The Effect of Off-farm Work on the Intensity of Agricultural Production," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 34(4), pages 493-515, August.
  89. Christopher J. Gerry & Georgios Papadopoulos, 2015. "Sample attrition in the RLMS, 2001–10," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 23(2), pages 425-468, April.
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  92. repec:zbw:bofitp:2013_006 is not listed on IDEAS
  93. Yahui Wang & Qingyuan Yang & Liangjie Xin & Jingyu Zhang, 2019. "Does the New Rural Pension System Promote Farmland Transfer in the Context of Aging in Rural China: Evidence from the CHARLS," IJERPH, MDPI, vol. 16(19), pages 1-19, September.
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  97. Dong, Diansheng & Chung, Chanjin & Kaiser, Harry M., 2001. "Panel Data Double-Hurdle Model: An Application To Dairy Advertising," 2001 Annual meeting, August 5-8, Chicago, IL 20502, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  98. Jarvis, Lovell & Vera- Toscano, Esperanza, 2001. "Seasonal Adjustment in a Market for Female Agricultural Workers in Chile," Working Papers 190902, University of California, Davis, Department of Agricultural and Resource Economics.
  99. Rui Pedro Esteves, 2008. "Between Imperialism and Capitalism. European Capital Exports Before 1914," Working Papers 8022, Economic History Society.
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  102. Wilko Letterie & Gerard A. Pfann & Sher Verick, 2010. "On Lumpiness in the Replacement and Expansion of Capital," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(3), pages 263-281, June.
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  104. Akay, Alpaslan, 2007. "Dynamics of Employment- and Earnings-Assimilation of First-Generation Immigrant Men in Sweden, 1990-2000," Working Papers in Economics 279, University of Gothenburg, Department of Economics.
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