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Latent Unbalancedness in Three-Way Gravity Models

Daniel Czarnowske, Amrei Stammann

arXiv 4 Mar 2022 · Econometrics · publishedEconomics Letters (2022)

arXiv:2203.02235 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Many panel data sets used for pseudo-poisson estimation of three-way gravity models are implicitly unbalanced because uninformative observations are redundant for the estimation. We show with real data as well as simulations that this phenomenon, which we call latent unbalancedness, amplifies the inference problem recently studied by Weidner and Zylkin (2021).

Citation extraction

7
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appendix boundary found by appendix_command · 66% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Santos Silva, JMC, Tenreyro, Silvana (2010) On the existence of the maximum likelihood estimates in Poisson regression0.64422100%
2Weidner, Martin, Zylkin, Thomas (2021) Bias and consistency in three-way gravity models0.64422100%
3Albert, Adelin, Anderson, John A (1984) On the existence of maximum likelihood estimates in logistic regression models0.40511100%
4Correia, Sergio, Guimarães, Paulo, Zylkin, Thomas (2021) Verifying the existence of maximum likelihood estimates for generalized linear models0.40511100%
5Gourieroux, C., Monfort, A., Trognon, A (1984) Pseudo Maximum Likelihood Methods: Theory0.40511100%
6Head, Keith, Mayer, Thierry, Gopinath, Gita, Helpman, Elhanan, Rogof… (2014) Chapter 3 - Gravity Equations: Workhorse,Toolkit, and Cookbook0.40511100%
7Santos Silva, JMC, Tenreyro, Silvana (2006) The log of gravity0.40511100%

Showing the top 7 of 7 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Debiased Fixed Effects Estimation of Binary Logit Models with Three-Dimensional Panel Data0.40511