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Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors

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Author Info
Martin Burda
Roman Liesenfeld
Jean-Francois Richard

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Abstract

In this paper, we perform Bayesian analysis of a panel probit model with unobserved individual heterogeneity and serially correlated errors. We augment the data with latent variables and sample the unobserved heterogeneity component as one Gibbs block per individual using a flexible piecewise linear approximation to the marginal posterior density. The latent time effects are simulated as another Gibbs block. For this purpose we develop a new user-friendly form of the Efficient Importance Sampling proposal density for an Acceptance-Rejection Metropolis-Hastings step. We apply our method to the analysis of product innovation activity of a panel of German manufacturing firms in response to imports, foreign direct investment and other control variables. The dataset used here was analyzed under more restrictive assumptions by Bertschek and Lechner (1998) and Greene (2004). Although our results differ to a certain degree from these benchmark studies, we confirm the positive effect of imports and FDI on firms' innovation activity. Moreover, unobserved firm heterogeneity is shown to play a far more significant role in the application than the latent time effects.

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Paper provided by University of Toronto, Department of Economics in its series Working Papers with number tecipa-321.

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Length: 23 pages
Date of creation: 16 Jun 2008
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Handle: RePEc:tor:tecipa:tecipa-321

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Related research
Keywords: Dynamic latent variables Markov Chain Monte Carlo importance sampling

Other versions of this item:

Find related papers by JEL classification:
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models

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References listed on IDEAS
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  1. Jean-Francois Richard & Wei Zhang, 2007. "Efficient High-Dimensional Importance Sampling," Working Papers 321, University of Pittsburgh, Department of Economics, revised Jan 2007. [Downloadable!]
  2. Elisabetta Falcetti & Merxe Tudela, 2006. "Modelling Currency Crises in Emerging Markets: A Dynamic Probit Model with Unobserved Heterogeneity and Autocorrelated Errors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(4), pages 445-471, 08. [Downloadable!] (restricted)
  3. Bertschek, Irene, 1995. "Product and Process Innovation as a Response to Increasing Import and Foreign Direct Investment," Journal of Industrial Economics, Blackwell Publishing, vol. 43(4), pages 341-57, December. [Downloadable!] (restricted)
  4. Richard, Jean-Francois & Zhang, Wei, 2007. "Efficient high-dimensional importance sampling," Journal of Econometrics, Elsevier, vol. 141(2), pages 1385-1411, December. [Downloadable!] (restricted)
  5. Richard Paap, 2002. "What are the advantages of MCMC based inference in latent variable models?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 2-22. [Downloadable!] (restricted)
  6. Dean R. Hyslop, 1999. "State Dependence, Serial Correlation and Heterogeneity in Intertemporal Labor Force Participation of Married Women," Econometrica, Econometric Society, vol. 67(6), pages 1255-1294, November.
  7. William Greene, 2004. "Convenient estimators for the panel probit model: Further results," Empirical Economics, Springer, vol. 29(1), pages 21-47, January. [Downloadable!] (restricted)
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  8. Inkmann, Joachim, 2000. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Journal of Econometrics, Elsevier, vol. 97(2), pages 227-259, August. [Downloadable!] (restricted)
    Other versions:
  9. Philip Hans Franses, 2006. "On modeling panels of time series," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(4), pages 438-456. [Downloadable!] (restricted)
  10. Bertschek, Irene & Lechner, Michael, 1998. "Convenient estimators for the panel probit model," Journal of Econometrics, Elsevier, vol. 87(2), pages 329-371, September. [Downloadable!] (restricted)
    Other versions:
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