Combining Panel Data and Macro Information for the Estimation of a Panel Probit Model
Journal
Zeitschrift für Wirtschafts- und Sozialwissenschaften
ISSN
0342-1783
Type
journal article
Date Issued
1996
Author(s)
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.
Language
English
Keywords
non-linear panel data
HSG Classification
contribution to scientific community
Refereed
No
Publisher
Duncker & Humblot
Publisher place
Berlin
Volume
116
Start page
339
End page
358
Pages
20
Subject(s)
Eprints ID
14912