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Estimating limited dependent variable models from panel data

Author

Listed:
  • Olympia Bover

    (Banco de España)

  • Manuel Arellano

    (CEMFI)

Abstract
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Suggested Citation

  • Olympia Bover & Manuel Arellano, 1997. "Estimating limited dependent variable models from panel data," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 141-166, May.
    • Handle: RePEc:iec:inveco:v:21:y:1997:i:2:p:141-166
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    References listed on IDEAS

    as
    1. Newey, Whitney K., 1987. "Efficient estimation of limited dependent variable models with endogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 36(3), pages 231-250, November.
    2. Klein, Roger W & Spady, Richard H, 1993. "An Efficient Semiparametric Estimator for Binary Response Models," Econometrica, Econometric Society, vol. 61(2), pages 387-421, March.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Andrew Benito, 2003. "The incidence and persistence of dividend omissions by Spanish firms," Working Papers 0303, Banco de España.
    2. Sergi Jiménez-Martín & José M. Labeaga & Majid al Sadoon, 2020. "Consistent estimation of panel data sample selection models," Working Papers 2020-06, FEDEA.
    3. Samuel Bentolila & Ildefonso Mendez & Francisco Maeso, 2015. "Leaving Home with a Partner," Working Papers wp2015_1503, CEMFI.
    4. 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.
    5. Leandro M. Magnusson, 2010. "Inference in limited dependent variable models robust to weak identification," Econometrics Journal, Royal Economic Society, vol. 13(3), pages 56-79, October.
    6. Jorge Farinha & Oscar Lopez-de-Foronda, 2009. "The relation between dividends and insider ownership in different legal systems: international evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 15(2), pages 169-189.
    7. Hochguertel, Stefan & Ohlsson, Henry, 2011. "Wealth mobility and dynamics over entire individual working life cycles," Working Paper Series 1301, European Central Bank.
    8. Stephen Pudney, 2008. "The dynamics of perception: modelling subjective wellbeing in a short panel," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(1), pages 21-40, January.
    9. Forcadell, Francisco Javier, 2007. "Corporate diversification and R&D intensity dynamics," UC3M Working papers. Economics we078249, Universidad Carlos III de Madrid. Departamento de Economía.
    10. Mª Dolores Collado, 1998. "Estimating binary choice models from cohort data," Investigaciones Economicas, Fundación SEPI, vol. 22(2), pages 259-276, May.
    11. Olatunji A. Shobande & Lawrence Ogbeifun & Simplice A. Asongu, 2022. "Globalisation, technology and global health," Working Papers of the African Governance and Development Institute. 22/070, African Governance and Development Institute..
    12. Akay, Alpaslan, 2007. "Monte Carlo Investigation of the Initial Values Problem in Censored Dynamic Random-Effects Panel Data Models," Working Papers in Economics 278, University of Gothenburg, Department of Economics.
    13. Jones A.M & Rice N, 2009. "Econometric Evaluation of Health Policies," Health, Econometrics and Data Group (HEDG) Working Papers 09/09, HEDG, c/o Department of Economics, University of York.
    14. Angulo, Ana Maria & Gil, Jose Maria & Mur, Jesus, 2002. "Spanish Demand for Food Away From Home: A Panel Data Approach," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24977, European Association of Agricultural Economists.
    15. 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.
    16. Akay, Alpaslan, 2009. "The Wooldridge Method for the Initial Values Problem Is Simple: What About Performance?," IZA Discussion Papers 3943, Institute of Labor Economics (IZA).
    17. Collado, M. Dolores, 1997. "Estimating Binary choice models from cohort data," DES - Working Papers. Statistics and Econometrics. WS 6225, Universidad Carlos III de Madrid. Departamento de Estadística.
    18. Hyunjoon Um, 2019. "The Role of Child Support Debt on the Development of Mental Health Problems among Nonresident Fathers," Working Papers wp19-05-ff, Princeton University, School of Public and International Affairs, Center for Research on Child Wellbeing..
    19. Manuel Arellano, 2003. "Discrete choices with panel data," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 423-458, September.
    20. Maite Martínez-Granado & Javier Ruiz-Castillo, 2002. "The decisions of Spanish youth: A cross-section study," Journal of Population Economics, Springer;European Society for Population Economics, vol. 15(2), pages 305-330.
    21. Andrew M. Jones & José M. Labeaga, 2003. "Individual heterogeneity and censoring in panel data estimates of tobacco expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 157-177.
    22. Matthias Messner & Mattias K. Polborn, 1999. "Constitutional Conservatism and Resistance to Reform," University of Western Ontario, Departmental Research Report Series 9902, University of Western Ontario, Department of Economics.
    23. Alonso-Borrego, César & Forcadell, Francisco Javier, 2010. "Related diversification and R&D intensity dynamics," Research Policy, Elsevier, vol. 39(4), pages 537-548, May.
    24. Labeaga, Jose M., 1999. "A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco," Journal of Econometrics, Elsevier, vol. 93(1), pages 49-72, November.
    25. Ostrovsky, Yuri, 2006. "A note on the performance of Bover-Arellano discrete choice dynamic estimators," Economics Letters, Elsevier, vol. 93(2), pages 272-277, November.

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