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Re: st: Heckman Panel Data Model


From   Yuval Arbel <[email protected]>
To   [email protected]
Subject   Re: st: Heckman Panel Data Model
Date   Fri, 23 Dec 2011 08:26:54 -0800

Hi Batsi,

Please note I came across exactly the same problem. As you can see in
the attached link to the paper draft I bypassed this problem -by
running a cross-sectional Heckman model. You simply get a variable,
which does not vary across time - but this is the best that can be
done

BTW: I ran all the regressions in this new paper draft on stata

Hope that was helpful


 http://ssrn.com/abstract=1973326


On 12/23/11, Basti Boss <[email protected]> wrote:
> Dear all,
>
> i found that old question (2003) below at the statalistserver:
>
> "I want to estimate a heckman panel data model.
> However, as far as I know, Stata does not implement Heckman with panel data.
>
> Has anyone written a code to do that?"
>
> I have now the exactly problem and was wondering if anyone get a solution
> for this problem.
>
> Maybe someone now know a way to implement a heckman panel data model in
> stata.
>
> I would be very thankfull if anybody could help me with this problem.
>
> Thanks
>
> Basti
>
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-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: [email protected]
e-mail2: [email protected]
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