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Limited Dependent Variable Models for Panel Data

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  • Charlier, E.

    (Tilburg University)

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    Abstract

    Many economic phenomena require limited variable models for an appropriate treatment. In addition, panel data models allow the inclusion of unobserved individual-specific effects. These models are combined in this thesis. Distributional assumptions in the limited dependent variable models are important for consistency of the estimators. Parametric models require strong distributional assumptions. The hypothesis of correct specification of these distributional assumptions is often rejected. Therefore these assumptions are relaxed, resulting in semiparametric models. The empirical evidence shows that the results based on less restrictive semiparametric models often differ in terms of both parameter estimates and economically interesting issues like Engel curves and equivalence scales. Testing the specification of the semiparametric models sometimes leads to the conclusion that an even more general model is required.

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    Bibliographic Info

    Paper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-74022.

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    Length: 204
    Date of creation: 1997
    Date of revision:
    Publication status: Published
    Handle: RePEc:ner:tilbur:urn:nbn:nl:ui:12-74022

    Note: Dissertation
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    Web page: http://www.tilburguniversity.edu/

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    References

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    1. Pollak, Robert A & Wales, Terence J, 1979. "Welfare Comparisons and Equivalence Scales," American Economic Review, American Economic Association, vol. 69(2), pages 216-21, May.
    2. van Praag, Bernard M S & Hagenaars, Aldi J M & van Weeren, Hans, 1982. "Poverty in Europe," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 28(3), pages 345-59, September.
    3. Pederson, P. J. & Schmidt-Sorensen, J. B. & Smith, N. & Westergard-Nielsen, N., 1990. "Wage differentials between the public and private sectors," Journal of Public Economics, Elsevier, vol. 41(1), pages 125-145, February.
    4. Udry, Christopher, 1996. "Gender, Agricultural Production, and the Theory of the Household," Journal of Political Economy, University of Chicago Press, vol. 104(5), pages 1010-46, October.
    5. Praag, B.M.S. van & Kapteyn, A.J., 1973. "Further evidence on the individual welfare function of income: An empirical investigation in The Netherlands," Open Access publications from Tilburg University urn:nbn:nl:ui:12-361895, Tilburg University.
    6. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias: A survey," Discussion Paper 1992-7, Tilburg University, Center for Economic Research.
    7. Bernard M. S. van Praag & Nico L. van der Sar, 1988. "Household Cost Functions and Equivalence Scales," Journal of Human Resources, University of Wisconsin Press, vol. 23(2), pages 193-210.
    8. Veall, Michael R, 1990. "Testing for a Global Maximum in an Econometric Context," Econometrica, Econometric Society, vol. 58(6), pages 1459-65, November.
    9. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-57, September.
    10. Udry, Christopher, 1995. "Risk and Saving in Northern Nigeria," American Economic Review, American Economic Association, vol. 85(5), pages 1287-1300, December.
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    Cited by:
    1. Bloemen, H.G., 1995. "The relation between wealth and labour market transitions: An empirical study for the Netherlands," Discussion Paper 1995-99, Tilburg University, Center for Economic Research.

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