Keane, Michael (1993): Simulation estimation for panel data models with limited dependent variables. Published in: Handbook of Statistics , Vol. 11, (1993): pp. 545571.

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Abstract
Simulation estimation in the context of panel data, limited dependentvariable (LDV) models poses formidable problems that are not present in the crosssection case. Nevertheless, a number of practical simulation estimation methods have been proposed and implemented for panel data LDV models. This paper surveys those methods and presents two empirical applications that illustrate their usefulness. These applications involve estimating temporal dependence in employment and wage data.
Item Type:  MPRA Paper 

Original Title:  Simulation estimation for panel data models with limited dependent variables 
Language:  English 
Keywords:  recursive importance sampling, GHK algorithm, discrete choice, panel data, simulation estimation 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C15  Statistical Simulation Methods: General C  Mathematical and Quantitative Methods > C2  Single Equation Models ; Single Variables > C23  Panel Data Models ; Spatiotemporal Models C  Mathematical and Quantitative Methods > C2  Single Equation Models ; Single Variables > C25  Discrete Regression and Qualitative Choice Models ; Discrete Regressors ; Proportions ; Probabilities C  Mathematical and Quantitative Methods > C3  Multiple or Simultaneous Equation Models ; Multiple Variables > C33  Panel Data Models ; Spatiotemporal Models C  Mathematical and Quantitative Methods > C3  Multiple or Simultaneous Equation Models ; Multiple Variables > C35  Discrete Regression and Qualitative Choice Models ; Discrete Regressors ; Proportions J  Labor and Demographic Economics > J0  General > J01  Labor Economics: General 
Item ID:  53029 
Depositing User:  Professor Michael Keane 
Date Deposited:  19 Jan 2014 17:28 
Last Modified:  26 Sep 2019 10:32 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/53029 