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

Auteur(s)

François Laisney

Accéder

Beschreibung

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.

Langue

English

Datum

1996

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