Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
نویسندگان
چکیده
منابع مشابه
Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model and other dynamic nonlinear panel data models using standard software. It then compares the estimators proposed by Heckman, Orme and Wooldridge, based on three alternative approximations, first in an empirical model for the probability of unemployment and then in a ...
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ژورنال
عنوان ژورنال: Oxford Bulletin of Economics and Statistics
سال: 2009
ISSN: 0305-9049,1468-0084
DOI: 10.1111/j.1468-0084.2009.00554.x