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Simulation-based inference in dynamic panel probit models: An application to health

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Author Info
Paul Contoyannis ()
Andrew M. Jones
Nigel Rice

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Abstract

This paper considers the determinants of a binary indicator for the existence of functional limitations using seven waves (1991–1997) of the British Household Panel Survey (BHPS). The focal point of our analysis is the contributions of state dependence, heterogeneity and serial correlation in explaining the dynamics of health. To investigate these issues we apply static and dynamic panel probit models with flexible error structures. To estimate the models we use maximum simulated likelihood (MSL) with antithetic acceleration and implement a recently proposed test for the existence of asymptotic bias. The dynamic models show strong positive state dependence. Copyright Springer-Verlag 2004

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File URL: http://hdl.handle.net/10.1007/s00181-003-0189-x
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Publisher Info
Article provided by Springer in its journal Empirical Economics.

Volume (Year): 29 (2004)
Issue (Month): 1 (January)
Pages: 49-77
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Handle: RePEc:spr:empeco:v:29:y:2004:i:1:p:49-77

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Related research
Keywords: Health dynamics; simulation-based inference; binary choice panel data models; I1; C1;

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  1. Andrew M. Jones & Ángel López, 2003. "Measurement and Explanation of Socioeconomic Inequality in Health with Longitudinal Data," Working Papers, Research Center on Health and Economics 711, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
  2. Paul Contoyannis & Andrew M. Jones & Nigel Rice, 2004. "The dynamics of health in the British Household Panel Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 473-503. [Downloadable!]
  3. Biewen, Martin, 2004. "Measuring State Dependence in Individual Poverty Status: Are There Feedback Effects to Employment Decisions and Household Composition?," IZA Discussion Papers 1138, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  4. Paul Contoyannis & Andrew M. Jones & Roberto Leon-Gonzalez, 2004. "Using simulation-based inference with panel data in health economics," Health Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 101-122. [Downloadable!]
    Other versions:
  5. Timothy J Halliday, 2005. "Heterogeneity, State Dependence and Health," Working Papers 200503, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    Other versions:
  6. Halliday, Timothy, 2009. "Health Inequality over the Life-Cycle," IZA Discussion Papers 4369, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  7. Sara Ayllón, 2009. "Modelling State Dependence and Feedback Effects between Poverty, Employment and Parental Home Emancipation among European Youth," SOEPpapers 235, DIW Berlin, The German Socio-Economic Panel (SOEP). [Downloadable!]
    Other versions:
  8. Bo E. Honoré & Elie Tamer, 2002. "Bounds on Parameters in Dynamic Discrete Choice Models," CAM Working Papers 2004-23, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Aug 2004. [Downloadable!]
  9. Mª Luz González Alvarez & Antonio Clavero Barranquero, 2008. "An analysis of income-related inequalities in the health care use by dynamic models," Hacienda Pública Española, IEF, vol. 186(3), pages 9-42, October. [Downloadable!]
  10. Cristina Hernández-Quevedo & Andrew M. Jones & Nigel Rice, 2007. "Persistence in health limitations: a European comparative analysis," Health, Econometrics and Data Group (HEDG) Working Papers 07/03, HEDG, c/o Department of Economics, University of York. [Downloadable!]
    Other versions:
  11. Martin Chalkley & J. S. Rennie & Colin Tilley, 2008. "Recruitment and retention incentives in health labour markets: an analysis of participation in NHS Scotland following Dental Vocational Training," Discussion Papers 218, University of Dundee, Economic Studies. [Downloadable!]
  12. Katharina Hauck & Nigel Rice, 2004. "A longitudinal analysis of mental health mobility in Britain," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 981-1001. [Downloadable!]
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