Estimation of dynamic panel data models with sample selection

Anastasia Semykina · Jeffrey M. Wooldridge

102 citations0/0 files storedJournal of Applied Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Spatial and Panel Data Analysis Statistical Methods and Bayesian Inference Advanced Causal Inference Techniques

Abstract

SUMMARY We propose a new method for estimating dynamic panel data models with selection. The method uses backward substitution for the lagged dependent variable, which leads to an estimating equation that requires correcting for contemporaneous selection only. The estimator is valid under relatively weak assumptions about errors and permits avoiding the weak instruments problem associated with differencing. We also propose a simple test for selection bias that is based on the addition of a selection term to the first‐difference equation and subsequent testing for significance of this term. The methods are applied to estimating dynamic earnings equations for women. Copyright © 2011 John Wiley & Sons, Ltd.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 102 citations exist upstream.

References

1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations 2001Econometric Analysis of Cross Section and Panel Data 1998Initial conditions and moment restrictions in dynamic panel data models 1995Initial conditions and moment restrictions in dynamic panel data models 1988Estimating Vector Autoregressions with Panel Data 2002Dynamic panel data models: a guide to micro data methods and practice 1981Estimation of Dynamic Models with Error Components 2005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity

Cited by

2015Paying Attention or Paying Too Much in Medicare Part D 2023The role of corporate governance and reputation in the disclosure of corporate social responsibility and firm performance 2022Internationalization, institutional pressures in foreign markets, and environmental sustainability 2014Capital structure decisions: old issues, new insights from high-tech small- and medium-sized enterprises 2023Structural drivers of sustainability and resilience strategies in small(ish) cities: a text analysis of comprehensive planning in Indiana

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.