Topic
Methodology of econometrics
About: Methodology of econometrics is a research topic. Over the lifetime, 283 publications have been published within this topic receiving 41014 citations.
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01 Jan 1983
TL;DR: In this article, the authors present a survey of the use of truncated distributions in the context of unions and wages, and some results on truncated distribution Bibliography Index and references therein.
Abstract: Preface 1. Introduction 2. Discrete regression models 3. Probabilistic-choice models 4. Discriminant analysis 5. Multivariate qualitative variables 6. Censored and truncated regression models 7. Simultaneous-equations models with truncated and censored variables 8. Two-stage estimation methods 9. Models with self-selectivity 10. Disequilibrium models 11. Some applications: unions and wages Appendix: Some results on truncated distributions Bibliography Index.
13,828 citations
01 Jan 2016
TL;DR: In this paper, the authors define two basic approaches to modeling unobserved effects in panel data, and extend their definitions to a model in which all parameters, not just the constant term, are heterogeneous, and describe the estimators that one would use under the two assumptions.
Abstract: Define the two basic approaches to modeling unobserved effects in panel data. What are the different assumptions that are made in the two settings? What is the benefit of the fixed effects assumption? What is the cost? Same for the random effects specification. Now, extend your definitions to a model in which all parameters, not just the constant term, are heterogeneous. For the random parameters case, describe the estimators that one would use under the two assumptions.
2,234 citations
01 Jan 2003
2,132 citations