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Combining Panel Data and Macro Information for the Estimation of a Panel Probit Model

François Laisney & Michael Lechner

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abstract Not available in German. When studying particular subgroups of a population the econometrician typically has few observations, and should draw upon any additional relevant information. We illustriate, for the estimation of a participation model for lone mothers, the relative benefits derived from using the panel structure of the data in a GMM framework and from including macro information in the form of extra moments.
   
type journal paper
   
keywords non-linear panel data
   
language English
kind of paper journal article
date of appearance 1996
journal Zeitschrift für Wirtschafts- und Sozialwissenschaften
publisher Duncker & Humblot (Berlin)
ISSN 0342-1783
volume of journal 116
page(s) 339-358
review not reviewed
   
citation Laisney, F., & Lechner, M. (1996). Combining Panel Data and Macro Information for the Estimation of a Panel Probit Model. Zeitschrift für Wirtschafts- und Sozialwissenschaften, 116, 339-358.