Heterogeneity and State Dependence

By James J. Heckman. 1981

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Citations in the corpus

Panel Data Discrete Choice Models of Consumer Demand (2013, methodology): “Heckman (1981) calls this ―structural‖ state dependence. Most papers use more elaborate forms of state dependence than just lagged purchase. For instance, Guadagni and Little (1983) used an exponentially smoothed weighted average of all the lagged dijs for s=1,...,t-1, and this specification is popu”
Inference in Semiparametric Dynamic Models for Binary Longitudinal Data (2006, background): “…individual effects β i. Addressing the differences among units is also essential in guarding against the emergence of “spurious state dependence,” because temporal pseudodependence could occur due to the fact that history may simply serve as a proxy for these unobserved differences (Heckman 1981).”
Modeling Ordered Choices: A Primer (2010, unknown): “, Hensher, Smith, Milthorpe and Bernard (1992). Agyemand-Duah and Hall (1997) apply the model to numbers of trips.”
Micro Data, Heterogeneity, and the Evaluation of Public Policy: Nobel Lecture (2001, background): “The open question was whether it was possible to measure the relative contributions the way Heckman (1981b, 1981c) had done using parametric structures.”
Knowledge spillovers and the assignment of R&D responsibilities to foreign subsidiaries (2004, background): “In a multi-country, multi-industry research design, it is likely that if country and industry effects are not controlled for estimates of the effects of spillover opportunities could be biased up (see Heckman, 1981 ).”
Modeling Multiple Sources of State Dependence in Random Utility Models: A Distributed Lag Approach (2004, background): “Model Formulation Heckman’s (1981b) model allows an individual’s current utility for an alternative Ujt to be related both to the individual’s lagged choice outcome for the alternative and the individual’s lagged utility for the same alternative Ujt−1. One specific parametric form of Heckman’s (1981”
Persistence of various types of innovation analyzed and explained (2015, methodology): “In order to accommodate such situation, Wooldridge modifies the original procedure of Heckman (1981a) by suggesting to model the distribution of {𝑦𝑖0, … , 𝑦𝑖𝑇} given 𝑦𝑖0 and to use Conditional Maximum Likelihood (CML) estimator (Wooldridge, 2005).”
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (2011, methodology): “Newey (2004) Jackknife and analytical bias reduction for nonlinear panel models.”
Unemployment Persistence: Is There Evidence for Stigma Effects? (2010, background): “Such a relationship may be due to two fundamentally different mechanisms (see Heckman (1981)).”
The Economics of Poverty Traps and Persistent Poverty: Empirical and Policy Implications (2013, background): “…status) may themselves be endogenous to initial wealth in the presence of multiple financial market failures (Bonds et al., 2010; Loury, 1981), disentangling heterogeneity from state dependence is conceptually fuzzy and empirically depends on strong identifying assumptions (Heckman, 1981, 1991).”