An analysis of housing expenditure using semiparametric models and panel data

DOI10.1016/S0304-4076(00)00074-9zbMath0967.62097OpenAlexW2033916206MaRDI QIDQ5931140

Erwin Charlier, Bertrand Melenberg, Arthur van Soest

Publication date: 2 September 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00074-9

zbMATH Keywords

sample selectionEngel curvespanel data models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (5)

Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects ⋮ A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching ⋮ Selection correction in panel data models: An application to the estimation of females' wage equations ⋮ Estimating panel data models in the presence of endogeneity and selection ⋮ Heterogeneous credit union production technologies with endogenous switching and correlated effects

Cites Work

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• A method of moments interpretation of sequential estimators
• Tobit models: A survey
• Residual analysis in the grouped and censored normal linear model
• Economic analysis of discrete choice. With applications on the demand for housing in the U.S. and West-Germany
• Estimation of some limited dependent variable models with application to housing demand
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Two-step estimation of panel data models with censored endogenous variables and selection bias
• Distribution-free estimation of the random coefficient dummy endogenous variable model
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently
• Analysis of Covariance with Qualitative Data
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Semiparametric Estimation of the Intercept of a Sample Selection Model
• Estimation of a Panel Data Sample Selection Model
• House Prices and the Decision to Save for Down Payments
• A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
• An Efficient Semiparametric Estimator for Binary Response Models

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