Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Claudia Pigini"'
Autor:
Riccardo Lucchetti, Claudia Pigini
Publikováno v:
Journal of Statistical Software, Vol 79, Iss 1, Pp 1-33 (2017)
This paper presents the gretl function package DPB for estimating dynamic binary models with panel data. The package contains routines for the estimation of the randomeffects dynamic probit model proposed by Heckman (1981b) and its generalisation by
Externí odkaz:
https://doaj.org/article/030acc0030dd44558b9bf712ae6e6186
Autor:
Francesco Bartolucci, Claudia Pigini
Publikováno v:
Journal of Statistical Software, Vol 78, Iss 1, Pp 1-26 (2017)
We illustrate the R package cquad for conditional maximum likelihood estimation of the quadratic exponential (QE) model proposed by Bartolucci and Nigro (2010) for the analysis of binary panel data. The package also allows us to estimate certain modi
Externí odkaz:
https://doaj.org/article/97629e3648bc4ffb866de7a1514e1fe1
Publikováno v:
Empirical Economics. 64:2257-2290
We propose a multiple-step procedure to compute average partial effects (APEs) for fixed-effects static and dynamic logit models estimated by (pseudo) conditional maximum likelihood. As individual effects are eliminated by conditioning on suitable su
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5dd47e35ad30d9ac43f37541d1a44341
https://doi.org/10.1007/s00181-022-02313-6
https://doi.org/10.1007/s00181-022-02313-6
Autor:
Francesco Bartolucci, Claudia Pigini
Publikováno v:
Econometrics and Statistics. 23:83-104
A fixed-effects logit model that accounts for feedback effects of the dependent variable on the covariates is proposed. The model is formulated by including leads of the predetermined covariates among the regressors and it is proved to satisfy certai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a5028dbf7dc8ce5cbcc1a8051884292
https://doi.org/10.1016/j.ecosta.2021.01.003
https://doi.org/10.1016/j.ecosta.2021.01.003
Publikováno v:
Computational Economics. 61:529-557
We propose a general recursive algorithm for the computation of the conditional probability function of the quadratic exponential model for binary panel data given the total of the responses, which is a sufficient statistic for the individual interce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5379eff5d4da063bc5b387fccaf6497b
https://doi.org/10.1007/s10614-021-10218-2
https://doi.org/10.1007/s10614-021-10218-2
Publikováno v:
Journal of Applied Econometrics. 36:663-685
We study the effect of childbirth and birth timing on female labor market outcomes in Italy. The impact is traced up to 21 years since school completion by estimating a factor analytic model with dynamic selection into treatments. We find that childb
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99c6c64938dfebac545996def6cb2f2a
https://doi.org/10.1002/jae.2838
https://doi.org/10.1002/jae.2838
Autor:
Claudia Pigini
Publikováno v:
International Journal of Forecasting. 37:1156-1172
Panel logit models have proved to be simple and effective tools to build early warning systems ( ews ) for financial crises. But because crises are rare events, the estimation of ews does not usually account for country-specific fixed effects, so as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c77ee2648070c2574f2919dddcac0de
https://doi.org/10.1016/j.ijforecast.2021.01.004
https://doi.org/10.1016/j.ijforecast.2021.01.004
Autor:
Stefano Staffolani, Claudia Pigini
Publikováno v:
Italian Economic Journal. 8:105-143
A recent reform in the Italian labour market has modified the permanent contract by reducing firing costs. Using a discontinuity in the application of the reform, we evaluate its effect on the probability of being still employed about three and a hal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::69e1c17801129f6b8ac033fd0360f967
https://doi.org/10.1007/s40797-021-00156-1
https://doi.org/10.1007/s40797-021-00156-1
Publikováno v:
Industrial Relations: A Journal of Economy and Society. 59:197-239
We inspect the heterogeneous association between tasks and wages across genders using individual‐level data on U.S. workers. Our findings suggest that women receive a higher wage premium when engaged in cognitive tasks and experience more contained
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b0f513bd689a0386531ec3bf1e228d80
https://doi.org/10.1111/irel.12253
https://doi.org/10.1111/irel.12253
We estimate the effect of financial inclusion on transition probabilities into/out of poverty. By exploiting a longitudinal sample of Italian households between 2002 and 2016, we find that financial inclusion is effective in both reducing the likelih
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe0f02b7031ba7c37990df409a870155
http://hdl.handle.net/11588/884838
http://hdl.handle.net/11588/884838
