A computationally practical simulation estimator for panel data, with applications to labor supply and real wage movement over the business cycle

By Michael P. Keane. 1989

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Citations in the corpus

Panel Data Discrete Choice Models of Consumer Demand (2013, methodology): “As discussed in Keane (1994), in the panel data case the required order of integration to construct the choice probabilities in discrete choice models is much higher.”
A multidisciplinary survey on discrimination analysis (2013, background): “One particular line of research has tested the theory, originally proposed by Lang and Nakamura (1993), which assumes the number of recent sales in a neighborhood as an “information externality” able to affect loan decision outcomes.”
Joint Analysis of Injury Severity of Drivers in Two-Vehicle Crashes Accommodating Seat Belt Use Endogeneity (2013, methodology): “In this paper, we adopt the most commonly used GHK (GewekeHajivassiliou-Keane) simulator (see Geweke, 1991, Hajivassiliou and McFadden, 1998, and Keane, 1994), but by enhancing it through the use of Halton draws rather than pseudo-random draws (see Bhat, 2011 and Bhat et al., 2010 for extensive…”
A Bayesian analysis of the multinomial probit model with fully identified parameters (2000, methodology): “Working from the frequentist point of view, McFadden (1989) proposed the method of simulated moments and Hajivassiliou and McFadden (1990) have proposed the method of simulated scores (see also Keane, 1994; and Borsch-Supan and Hajivassiliou, 1993).”
Fixed and Random Effects in Nonlinear Models (2001, methodology): “Other Keane (1994) in which various forms of the est that the underlying process generating ui is hen incorporating random effects in a model.”
Gaussian Copula Marginal Regression (2012, methodology): “We propose to approximate the likelihood by means of an adaptation of the GewekeHajivassiliou-Keane importance sampling algorithm [30].”
Individual characteristics and stated preferences for alternative energy sources and propulsion technologies in vehicles (2012, unknown): “…as the relevance of the number of random draws in the used Geweke-Hajivassiliou-Keane (GHK) (BörschSupan and Hajivassiliou, 1993, Geweke et al., 1994, Keane, 1994) simulator, which is incorporated in the simulated maximum likelihood estimation and the simulated testing of statistical hypotheses.”
A Choice Model with Conjunctive, Disjunctive, and Compensatory Screening Rules (2004, methodology): “The log marginal density is computed using the GHK estimator (Keane 1994, Hajivassilious et al. 1996) and the importance sampling method of Newton and Raftery (1994). Hit probability is defined as the average probability associated with the observed choices.”