Zobrazeno 1 - 10
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pro vyhledávání: '"Stammann, Amrei"'
Autor:
Stammann, Amrei
Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of additive an
Externí odkaz:
http://arxiv.org/abs/2311.04073
Autor:
Czarnowske, Daniel, Stammann, Amrei
Many panel data sets used for pseudo-poisson estimation of three-way gravity models are implicitly unbalanced because uninformative observations are redundant for the estimation. We show with real data as well as simulations that this phenomenon, whi
Externí odkaz:
http://arxiv.org/abs/2203.02235
We study the role and drivers of persistence in the extensive margin of bilateral trade. Motivated by a stylized heterogeneous firms model of international trade with market entry costs, we consider dynamic three-way fixed effects binary choice model
Externí odkaz:
http://arxiv.org/abs/2004.12655
Autor:
Czarnowske, Daniel, Stammann, Amrei
In this article, we study the limiting behavior of Bai (2009)'s interactive fixed effects estimator in the presence of randomly missing data. In extensive simulation experiments, we show that the inferential theory derived by Bai (2009) and Moon and
Externí odkaz:
http://arxiv.org/abs/2004.03414
Autor:
Czarnowske, Daniel, Stammann, Amrei
Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example of binary c
Externí odkaz:
http://arxiv.org/abs/1904.04217
Autor:
Stammann, Amrei
We present a fast and memory efficient algorithm for the estimation of generalized linear models with an additive separable k-way error component. The brute force approach uses dummy variables to account for the unobserved heterogeneity, but quickly
Externí odkaz:
http://arxiv.org/abs/1707.01815
Publikováno v:
In European Economic Review May 2021 134
We study the role and drivers of persistence in the extensive margin of bilateral trade. Motivated by a stylized heterogeneous firms model of international trade with market entry costs, we consider dynamic three-way fixed effects binary choice model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::472f89cbfbb94471f45ae3b92b5e70f2
https://publishup.uni-potsdam.de/files/51191/cepa36.pdf
https://publishup.uni-potsdam.de/files/51191/cepa36.pdf
How do exporting firms react to sanctions? Specifically, which firms are willing - or capable - to serve the market of a sanctioned country? We investigate this question for four sanctions episodes drawing on recent econometric advances in bias-corre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::86bcaeb6a9ee1a2ae2b8643c24a97942
https://hdl.handle.net/10419/222941
https://hdl.handle.net/10419/222941