Estimation of Dynamic Panel Data Sample Selection Models

By Ekaterini Kyriazidou. 2001

106 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6948df4fc1d0c0e92b16eb951b7bad35e9a64ae8

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In Economics and Econometrics

Citations in the corpus

Discrete Choice Modeling (2007, background): “Honore and Kyriazidou (2001) have combined the logic of the conditional logit model and Manski’s maximum score estimator.”
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (2007, methodology): “^v1it(µ1) := v1it(µ1; ^ fi1i(µ1)); ^u1it(µ1) := u1it(µ1; ^ fi1i(µ1)); ( 20 )”
Estimating Panel Data Models in the Presence of Endogeneity and Selection (2010, background): “Kyriazidou (2001) considers estimation of dynamic panel data models with selection.”
The impact of social and conventional media on firm equity value: A sentiment analysis approach (2013, methodology): “Fifth, the panel data we use in this study are particularly beneficial in media research as they not only allow us to study the intertemporal behavior and performance of firms, but they also enable us to control for the unobserved firm-level heterogeneity and seasonal factors [20].”
Bias-Corrected Estimation in Dynamic Panel Data Models (2005, background): “Research into problems of sample selection in dynamic panel data models has started only recently, with Kyriazidou (2001) providing a first contribution in this area.”
Fixed Effects Estimation of Large-TPanel Data Models (2018, background): “…(2003) for static and dynamic binary choice models; Hausman, Hall & Griliches (1984) for static Poisson models; Honoré (1992) for tobit models; Kyriazidou (1997, 2001) for sample selection models; and Muris (2017) and Botosaru & Muris (2017) for ordered logit and probit models; Bonhomme…”
Censored Data and Truncated Distributions (2005, background): “Several studies have pursued this, including Kyriazidou (1997), Honore and Kyriazidou (2000) and Lee (2001).”
Selection correction in panel data models: An application to the estimation of females' wage equations (2007, unknown): “Some recent papers (Honore and Lewbel 2002 and Kyriazidou 2001) consider binary and/or selection models with non-exogenous explanatory variables.”
Gender Differences in Childcare: Time Allocation in Five European Countries (2011, background): “Thus, although some techniques have been suggested in theoretical studies (Jeffrey M. Wooldridge 1995, 2002; Ekaterina Kyriazidou 1997, 2001), no clear-cut conclusions have been reached about the appropriateness of each (see Christian Dustmann and Maria E. Rochina-Barrachina [2007] in the case of Ge”