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Modeling binary panel data with nonresponse
Discussion Papers no. 297
This paper studies modeling of nonignorable nonresponse in panel surveys. A class of sequential conditional logistic models for nonresponse is considered. Model-based maximum likelihood estimation and imputation are used for estimating po...
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Tout est au mieux dans ce meilleur des ménages possibles
Discussion Papers no. 296
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Tout est au mieux dans ce meilleur des ménages possibles
Discussion Papers no. 296
A common approach to defining equivalence scales is to consider a household modelled as if it maximizes a single utility function. This may be founded on an assumption of the household maximizing a welfare function of individual utilities...
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Explaining the change in skill structure of labour demand in Norwegian manufacturing
Discussion Papers no. 293
In most OECD-countries, labour demand has shifted from unskilled to skilled over time. Many analyses of this phenomenon focus on either the effect of technical change, capital-skill complementarity or labour-labour substitution. We presen...
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A state space approach for estimating VAR models for panel data with latent dynamic components
Discussion Papers no. 295
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A state space approach for estimating VAR models for panel data with latent dynamic components
Discussion Papers no. 295
The econometric literature offers various modeling approaches for analyzing micro data in combination with time series of aggregate data. This paper discusses the estimation of a VAR model that allows unobserved heterogeneity across obser...
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Individual heterogeneity and price responses in tobacco consumption
Discussion Papers no. 294
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Individual heterogeneity and price responses in tobacco consumption
Discussion Papers no. 294
The paper presents a panel data analysis of tobacco demand. The purpose is threefold: (i) to measure income, own-price, and cross-price responses for two tobacco commodities: cigarettes and handrolling tobacco, (ii) to investigate sociode...
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Explaining the change in skill structure of labour demand in Norwegian manufacturing
Discussion Papers no. 293
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Heterogeneity in returns to scale
Discussion Papers no. 292
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Heterogeneity in returns to scale
Discussion Papers no. 292
This paper analyses the importance of scale economies by means of unbalanced plant-level panel data from three Norwegian manufacturing industries. Focus is on heterogeneous technologies, and unlike most previous work on micro data, the mo...
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Exit dynamics with rational expectations
Discussion Papers no. 291
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Exit dynamics with rational expectations
Discussion Papers no. 291
We develop an econometric model for firm exit, using stochastic dynamic programming (SDP) as a starting point. According to SDP, the value of an operating firm can be written as the sum of (i) the net present value of continuing productio...
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An economic model of moral motivation
Discussion Papers no. 290
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Testing for long-run homogeneity in the linear almost ideal demand system
Discussion Papers no. 289
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