Fixed effects estimation of structural parameters and marginal effects in panel probit models

By Iv'an Fern'andez-Val. 2007

302 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/eb3b8b22bd3a4bc80b33af74c87a28c2d9634df6

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In Economics and Econometrics

Citations in the corpus

Count Panel Data (2015, background): “…estimation of in short panels due to the incidental parameters problem, Allison and Waterman (2002) and Greene (2004) present simulations that suggest that this inconsistency may not be too large for moderately small T ; see also Fern andez-Val (2009) who provides theory for the probit model.”
Identification and estimation of marginal effects in nonlinear panel models (2008, background): “6 Estimation The population problem for the parameter β has the convenient linear programming formulation (18) when the regressors are discrete.”
Hyperbolic Transformation and Average Elasticity in the Framework of the Fixed Effects Logit Model (2011, methodology): “Various approaches are proposed in line with the bias-adjustment: Hahn and Newey (2004) [8], Cox and Reid (1987) [9], Lancaster (2002) [10], Arellano (2003) [11], Arellano and Bonhomme (2009) [12], Carro (2007) [13], Fernández-Val (2009) [14], Severini (1998) [15], Pace and Salvan (2006) [16], Beste”
Fixed Effects Estimation of Large-TPanel Data Models (2018, methodology): “We do not review nonparametric panel models such as the nonseparable models considered in Altonji & Matzkin (2005), Evdokimov (2010), Graham & Powell (2012), Hoderlein & White (2012), Chernozhukov, Fernández-Val, Hahn & Newey (2013), Chernozhukov, Fernandez-Val, Hoderlein, Holzmann & Newey (2015),…”
Individual and time effects in nonlinear panel models with large N , T (2013, methodology): “The asymptotic bias is therefore a positive definite matrix weighted average of the true parameter value as in the case of the probit model with only individual effects (Fernández-Val, 2009).”
Average and Quantile Effects in Nonseparable Panel Models (2009, background): “(1999), “State Dependence, Serial Correlation and Heterogeneity in Intertemporal Labor Force Participation of Married Women,” Econometrica 67(6), 1255-1294.”
Split-Panel Jackknife Estimation of Fixed-Effect Models (2015, methodology): “This estimator complements the corrections for static models in Hahn and Newey (2004) and the analytical correction for dynamic models in Fernández-Val (2009), which build on a plug-in estimator of D + E to remove it.”