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You are looking at 1-14 of 14 items for:

Multiple or Simultaneous Equation Models; Multiple Variables x Single Equation Models; Single Variables x clear all

Discrete Choice Non-Response

Esmeralda A. Ramalho and Richard J. Smith.

in The Review of Economic Studies

January 2013; p ublished online April 2012 .

Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables; Econometric Modelling. 7207 words.

Missing values are endemic in the data sets available to econometricians. This paper suggests a semiparametrically efficient likelihood-based approach to deal with general non-ignorable...

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The empirical performance of the NEG with reference to small areas

Bernard Fingleton.

in Journal of Economic Geography

March 2011; p ublished online December 2010 .

Journal Article. Subjects: Housing Markets, Production Analysis, and Business Location; Multiple or Simultaneous Equation Models; Multiple Variables; Urban, Rural, and Regional Economics; Single Equation Models; Single Variables; Economic Development. 5490 words.

The New Economic Geography (NEG) has moved from being almost purely theoretical to now becoming a basis for empirical research. The question is, given its origins in international...

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Endogeneity in Semiparametric Binary Response Models

Richard W. Blundell and James L. Powell.

in The Review of Economic Studies

July 2004; p ublished online July 2004 .

Journal Article. Subjects: Demand and Supply of Labour; Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables. 9282 words.

This paper develops and implements semiparametric methods for estimating binary response (binary choice) models with continuous endogenous regressors. It extends existing results on...

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Endogenous farm-type selection, endogenous irrigation, and spatial effects in Ricardian models of climate change

Thomas Chatzopoulos and Christian Lippert.

in European Review of Agricultural Economics

April 2016; p ublished online July 2015 .

Journal Article. Subjects: Single Equation Models; Single Variables; Multiple or Simultaneous Equation Models; Multiple Variables; Agricultural Economics; Environmental Economics. 8310 words.

In the estimation of Ricardian models the endogeneity of adaptation measures is typically ignored. In this article we propose a new estimation strategy that explicitly recognises the...

Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment

Maximilian Kasy.

in The Review of Economic Studies

October 2014; p ublished online June 2014 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables. 8695 words.

This article discusses identification in continuous triangular systems without restrictions on heterogeneity or functional form. We do not assume separability of structural functions,...

Measurement Error Models with Auxiliary Data

Xiaohong Chen, Han Hong and Elie Tamer.

in The Review of Economic Studies

April 2005; p ublished online April 2005 .

Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables. 9324 words.

We study the problem of parameter inference in (possibly non-linear and non-smooth) econometric models when the data are measured with error. We allow for arbitrary correlation between the...

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Orthogonal Parameters and Panel Data

Tony Lancaster.

in The Review of Economic Studies

July 2002; p ublished online July 2002 .

Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables. 0 words.

This paper describes a class of consistent estimators for short panels with fixed effects. The method is to find an orthogonal reparametrization of the fixed effects and then to integrate...

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Outlyingness Weighted Covariation

Kris Boudt, Christophe Croux and Sébastien Laurent.

in Journal of Financial Econometrics

September 2011; p ublished online September 2011 .

Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables. 8017 words.

Quadratic covariation is a popular descriptive measure for the volatility of a multivariate price process. It is consistently estimated by the sum of outer products of high-frequency...

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Panel Data Estimation Techniques and Farm-level Data Models

Silvia Platoni, Paolo Sckokai and Daniele Moro.

in American Journal of Agricultural Economics

October 2012; p ublished online October 2012 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables; Agricultural Economics. 6264 words.

Econometric models estimating parameters for agricultural policy analysis increasingly rely on unbalanced panels of farm-level data. Since such models have often been estimated through...

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The part-time pay penalty: earnings trajectories of British Women

Sara Connolly and Mary Gregory.

in Oxford Economic Papers

April 2009; p ublished online November 2008 .

Journal Article. Subjects: Demand and Supply of Labour; Multiple or Simultaneous Equation Models; Multiple Variables; Demographic Economics; Single Equation Models; Single Variables; Mobility, Unemployment, and Vacancies. 7869 words.

Part-time work among British women is extensive, and the (raw) pay penalty large. Since part-time work features most prominently when women are in their 30s, the peak childcare years and a...

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Semiparametric Inference in Dynamic Binary Choice Models

A. Norets and X. Tang.

in The Review of Economic Studies

July 2014; p ublished online December 2013 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables. 15043 words.

We introduce an approach for semiparametric inference in dynamic binary choice models that does not impose distributional assumptions on the state variables unobserved by the...

Trade liberalisation, agricultural productivity and poverty in the Mediterranean region

Nadia Belhaj Hassine and Magda Kandil.

in European Review of Agricultural Economics

March 2009; p ublished online March 2009 .

Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Production and Organizations; Single Equation Models; Single Variables; Macroeconomic Aspects of International Trade and Finance; Agricultural Economics. 9267 words.

Summary

A widely held view in the economic literature is that productivity growth is an important pathway through which trade liberalisation may alleviate...

Valid Inference in Partially Unstable Generalized Method of Moments Models

Hong Li and Ulrich K. Müller.

in The Review of Economic Studies

January 2009; p ublished online January 2009 .

Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables. 10966 words.

This paper considers time series Generalized Method of Moments (GMM) models where a subset of the parameters are time varying. We focus on an empirically relevant case with moderately large...

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What motivates farm couples to seek off-farm labour? A logit analysis of job transitions

Erik Biørn and Hild-Marte Bjørnsen.

in European Review of Agricultural Economics

April 2015; p ublished online June 2014 .

Journal Article. Subjects: Particular Labour Markets; Multiple or Simultaneous Equation Models; Multiple Variables; Single Equation Models; Single Variables; Mobility, Unemployment, and Vacancies. 8435 words.

Some labour market consequences of transitions in the agriculture sector are examined by combining 20-year unbalanced panel data from Norwegian farm households and logit modelling of...