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• W3121662167 abstract "Abstract This study presents a structural estimation method for nonlinear stochastic dynamic models of heterogeneous firms. I perform a Monte Carlo experiment to evaluate the performance of the estimators for the AR(1) dynamic panel data subject to sample selection without exogenous regressors. The results suggest a strong need to correct the sample selection and that the proposed structural estimation method works well. These results are important for practical situations where the assumptions of the standard sample selection correction methods are not satisfied." @default.
• W3121662167 created "2021-02-01" @default.
• W3121662167 creator A5023961115 @default.
• W3121662167 date "2019-04-05" @default.
• W3121662167 modified "2023-09-26" @default.
• W3121662167 title "Monte Carlo Evidence on the Estimation Method for Industry Dynamics" @default.
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• W3121662167 doi "https://doi.org/10.1515/jem-2018-0010" @default.
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