This is widely applied in the duration analysis of firm failures, loan defaults, insurer insolvencies etc. due to the low frequency of observing non-right-censored sample (bankrupt, default and insolvent observations in respective examples) ...
duration analysis , they use the weighted maximum likelihood estimation method originally proposed by Manski and Lerman ( 1977 ) in the qualitative response model . ( 4 ) Lee and ... Endogenous Sampling and Matching Method in Duration Models.
duration analysis , they use the weighted maximum likelihood estimation method originally proposed by Manski and Lerman ( 1977 ) in the qualitative response model . ( 4 ) Lee and ... Endogenous Sampling and Matching Method in Duration Models.
Provides readers with a systematic review of the origins, history, and statistical foundations of Propensity Score Analysis (PSA) and illustrates how it can be used for solving evaluation and causal-inference problems.
... sample . However , Amemiya ( 2001 ) deals only with the case of endogenous sampling with- out matching and does not address the frequently used method of mixing endogenous sampling with the matching procedure in duration analysis . The ...
This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data.
The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods.
... Analysis of Panels and Dependent Variable Models , pages 7-22 . Cambridge University Press , Cambridge , England . Amemiya , T. and Yu , X. ( 2006 ) . Endogenous sampling and matching method in duration models . IMES Discussion Paper ...
... models. There is extensive literature that describes developments in ... matching method/and endogenous switching regression method; (4) the ... sample selection model (Alene et al. 2008; Balagtas et al. 2007; Winter-Nelson and Temu 2005) ...
... model the omitted conditioning variables) than matching methods. In this study, we try to circumvent the problem of misspecification of the selection equation assuming that the potentially endogenous ... analysis; it verifies the extent to ...