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Estimation of a Censored Dynamic Panel Data Model
| Content Provider | Semantic Scholar |
|---|---|
| Author | Hu, Luojia |
| Copyright Year | 2000 |
| Abstract | This paper proposes a method for estimating a censored panel data model with a lagged latent dependent variable and individual-specific fixed effects. The main insight is to trim observations in such a way that a certain symmetry, which was destroyed by censoring, is restored. Based on the restored symmetry, orthogonality conditions are constructed and GMM estimation is implemented. Valid asymptotic confidence intervals can be constructed for the parameters of interest. The proposed method is illustrated by estimating a dynamic earnings model using top-coded social security earnings data. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://faculty.econ.northwestern.edu/faculty/hu/ECDPM0102.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Censor Clinical Trial Censoring Confidence Intervals Data model Estimated Fixed effects model Gm(m) Google Map Maker Panel data Social security |
| Content Type | Text |
| Resource Type | Article |
