Journal: Advances in Econometrics

Abbreviation

Adv. Econom.

Publisher

Emerald

Journal Volumes

ISSN

0731-9053

Description

Filters

2013 - 201922020 - 20222
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Publications 1 - 4 of 4
  • Full-information Bayesian Estimation of Cross-sectional Sample Selection Models
    Item type: Book Chapter
    Ding, Sophia; Egger, Peter (2020)
    Advances in Econometrics ~ The Econometrics of Networks
    This chapter proposes an approach toward the estimation of cross-sectional sample selection models, where the shocks on the units of observation feature some interdependence through spatial or network autocorrelation. In particular, this chapter improves on prior Bayesian work on this subject by proposing a modified approach toward sampling the multivariate-truncated, cross-sectionally dependent latent variable of the selection equation. This chapter outlines the model and implementation approach and provides simulation results documenting the better performance of the proposed approach relative to existing ones.
  • A Panel Data Model With Generalized Higher-order Network Effects
    Item type: Book Chapter
    Baltagi, Badi H.; Ding, Sophia; Egger, Peter (2022)
    Advances in Econometrics ~ Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
    Many data situations require the consideration of network effects among the cross-sectional units of observation. In this chapter, the authors present a generalized panel model which accounts for two features: (i) network effects present through weighted dependent variables as regressors, exogenous variables, as well as the error components, and (ii) higher-order network effects due to ex ante unknown network decay functions or the presence of multiplex (multi-layer) networks among all of those. The authors outline the model, the basic assumptions, and present simulation results.
  • Bayesian Spatial Bivariate Panel Probit Estimation
    Item type: Book Chapter
    Baltagi, Badi H.; Egger, Peter; Kesina, Michaela (2016)
    Advances in Econometrics ~ Spatial Econometrics: Qualitative and Limited Dependent Variables
  • Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model
    Item type: Book Chapter
    Egger, Peter; Baltagi, Badi H.; Kesina, Michaela (2013)
    Advances in Econometrics ~ Essays in honor of Jerry Hausman
Publications 1 - 4 of 4