Estimating panel data models in the presence of endogeneity and selection

Estimating Panel Data Models in the Presence of Endogeneity and Selection

We consider estimation of panel data models with sample selection when the equation of interest contains endogenous explanatory variables as well as unobserved heterogeneity. We offer a detailed analysis of the pooled two-stage least squares (pooled 2SLS) and fixed effects-2SLS (FE-2SLS) estimators and discuss complications in correcting for selection biases that arise when instruments are corr...

the clustering and classification data mining techniques in insurance fraud detection:the case of iranian car insurance

با توجه به گسترش روز افزون تقلب در حوزه بیمه به خصوص در بخش بیمه اتومبیل و تبعات منفی آن برای شرکت های بیمه، به کارگیری روش های مناسب و کارآمد به منظور شناسایی و کشف تقلب در این حوزه امری ضروری است. درک الگوی موجود در داده های مربوط به مطالبات گزارش شده گذشته می تواند در کشف واقعی یا غیرواقعی بودن ادعای خسارت، مفید باشد. یکی از متداول ترین و پرکاربردترین راه های کشف الگوی داده ها استفاده از ر...

data mining rules and classification methods in insurance: the case of collision insurance

assigning premium to the insurance contract in iran mostly has based on some old rules have been authorized by government, in such a situation predicting premium by analyzing database and it’s characteristics will be definitely such a big mistake. therefore the most beneficial information one can gathered from these data is the amount of loss happens during one contract to predicting insurance ...

Estimation of Semiparametric Models in the Presence of Endogeneity and Sample Selection

Estimation of Semiparametric Models in the Presence of Endogeneity and Sample Selection Siddhartha Chib, Edward Greenberg and Ivan Jeliazkov Siddhartha Chib is Harry C. Hartkopf Professor of Econometrics and Statistics, Olin Business School, Washington University in St. Louis, St. Louis, MO 63130 . Edward Greenberg is Professor Emeritus of Economics, Washington University in St. Louis, St. Loui...

Data Envelopment Analysis Models In The Presence Of Ratio Data and Non-Discretionary Factors