A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables - Sauer, Robert M.,Keane, Michael P. (Univ. of Southampton, School of Social Sciences, Economics Division, 2007)
Keywords: Arbeitspapier; Graue Literatur; Panel; Probit-Modell; Schätztheorie; Statistischer Fehler; Simulation; Schätzung; Weibliche Arbeitskräfte; Ehe; Theorie; USA; Econometric models; Missing observations (Statistics); Simulation methods; Algorithms; Endogenous growth (Economics)