Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Tue Gørgens"'
Autor:
Tue Gørgens, Allan H. Würtz
Publikováno v:
Econometrics, Vol 7, Iss 2, p 23 (2019)
This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data. We examine a two-step method, where the threshold parameter is estimated nonparametrically at the N-rate and the remaining parameter
Externí odkaz:
https://doaj.org/article/1be0f9c450444ac6996912ee823a9688
Autor:
Tue Gørgens, Dean Robert Hyslop
Publikováno v:
Econometrics, Vol 7, Iss 1, p 1 (2018)
This paper compares two approaches to analyzing longitudinal discrete-time binary outcomes. Dynamic binary response models focus on state occupancy and typically specify low-order Markovian state dependence. Multi-spell duration models focus on trans
Externí odkaz:
https://doaj.org/article/be8f2ceedbe24a419b964b299c53bc0c
Autor:
Tue Gørgens, Sanghyeok Lee
Publikováno v:
Journal of the Royal Statistical Society Series A: Statistics in Society. 185:348-376
This paper describes how the risk of experiencing heart attacks varies across gender and ethnicity in New Zealand. We estimate dynamic hazard models using administrative data. We deal with left-censored data using recently developed maximum simulated
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1068613a0d62d5bff76f37c8a7852f1
https://doi.org/10.1111/rssa.12758
https://doi.org/10.1111/rssa.12758
Autor:
Tue Gørgens, Sanghyeok Lee
Publikováno v:
The Econometrics Journal. 24:199-224
Summary In this paper, we consider estimation of dynamic models of recurrent events (event histories) in continuous time using censored data. We develop maximum simulated likelihood estimators where missing data are integrated out using Monte Carlo a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::82d48489bc6835ed0955cb66be31a53b
https://doi.org/10.1093/ectj/utaa028
https://doi.org/10.1093/ectj/utaa028
Publikováno v:
Australian Economic Review. 53:198-213
The use of private schools in Australia has increased greatly since the 1970s. This article shows that most of the growth has been concentrated in attendance at low‐fee schools, while the growth in using high‐fee schools has been modest. Furtherm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88c3ceba9a4e9a442721f3dee9720abb
https://doi.org/10.1111/1467-8462.12357
https://doi.org/10.1111/1467-8462.12357
Publikováno v:
Economics Letters. 197:109605
This paper considers the GMM estimator, α ˆ , of the autoregressive parameter in linear dynamic panel data models with fixed effects when the data-generating process has a unit root. Previous literature has established that the limit distribution o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f67dd86582e9d0ba5f5a0c968ed546d
https://doi.org/10.1016/j.econlet.2020.109605
https://doi.org/10.1016/j.econlet.2020.109605
Publikováno v:
Annals of Economics and Statistics. :149
This paper investigates the relationship between moment restrictions and identification in simple linear AR(1) dynamic panel data models with fixed effects under standard minimal assumptions. The number of time periods is assumed to be small. The ass
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::296fe95f4e95fdd25932cca831d53f9b
https://doi.org/10.15609/annaeconstat2009.134.0149
https://doi.org/10.15609/annaeconstat2009.134.0149
Autor:
Deborah A. Cobb-Clark, Tue Gørgens
Publikováno v:
Journal of Population Economics. 27:447-471
This paper assesses how the economic support provided by parents to young adults as they complete their education and enter the labor market is related to the family's socioeconomic circumstances. We address this issue using detailed survey data on i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e6dea9a545210b8e711059e1bbfb320
https://doi.org/10.1007/s00148-013-0484-6
https://doi.org/10.1007/s00148-013-0484-6
Autor:
Tue Gørgens, Dean Hyslop
Publikováno v:
Econometrics
Volume 7
Issue 1
Econometrics, Vol 7, Iss 1, p 1 (2018)
Volume 7
Issue 1
Econometrics, Vol 7, Iss 1, p 1 (2018)
This paper examines dynamic binary response and multi-spell duration model approaches to analyzing longitudinal discrete-time binary outcomes. Prototypical dynamic binary response models specify low-order Markovian state dependence and restrict the e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3622fd52c57af31b39f7d6325444c06c
https://doi.org/10.2139/ssrn.2730988
https://doi.org/10.2139/ssrn.2730988
Autor:
Tue Gørgens, Denise Doiron
Publikováno v:
Journal of Econometrics. 145:81-97
We investigate the extent and type of state dependence in labor market outcomes for young low-skilled Australians. Our model allows for three labor force states, employment, unemployment and out of the labor force, and for observed and unobserved het
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6e52e55da69dc4b38b2313f1b91ba1c9
https://doi.org/10.1016/j.jeconom.2008.05.010
https://doi.org/10.1016/j.jeconom.2008.05.010