A Monte Carlo Study of Ec-Estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity
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References listed on IDEAS
- El-Gamal, Mahmoud A. & Grether, David M., 1995. "Are People Bayesian? Uncovering Behavioral Strategies," Working Papers 919, California Institute of Technology, Division of the Humanities and Social Sciences.
- Pesaran, H. & Smith, R. & Im, K.S., 1995. "Dynamic Linear Models for Heterogeneous Panels," Cambridge Working Papers in Economics 9503, Faculty of Economics, University of Cambridge.
- El-Gamal, M. & Grether, D.M., 1996. "Unknown Heterogeneity, the EC-EM Algorithm, and Large T Approximation," Working papers 9622, Wisconsin Madison - Social Systems.
- James J. Heckman & Thomas E. Macurdy, 1980. "A Life Cycle Model of Female Labour Supply," Review of Economic Studies, Oxford University Press, vol. 47(1), pages 47-74.
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KeywordsEVALUATION ; ECONOMIC MODELS;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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