Chapter 23 Latent variable models in econometrics

Aigner, Dennis J.; Hsiao, Chêng; Kapteyn, Arie; Wansbeek, Tom

doi:10.1016/s1573-4412(84)02015-8

Cited by 168 publications

(100 citation statements)

References 128 publications

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“…8 The special issue of the Journal of Econometrics (1983) is devoted to this approach. See also Aigner et al (1984). For textbook presentations, one can refer to Aigner and Goldberger (1979) (2002) that there is no theory behind the estimated model, a characteristic that is common for most, if not all, of these studies.…”

Section: Methodsmentioning

confidence: 99%

“…Fortin et al (2004) find that perceived unfair taxation may lead to increased tax evasion. 3 Our model highlights the conflict between opportunistic private incentives and collective values and norms. Some studies in the sociological literature explain crimes as an outcome of evolutionary interplay between productive and expropriative strategies, cf.…”

Section: Introductionmentioning

confidence: 95%

“…3 In our model, entrepreneurs provide their services to consumers through the legal or an illegal market. Values are determined in the market.…”

Section: Introductionmentioning

confidence: 99%

See 2 more Smart Citations

Do the catholic and protestant countries differ by their tax morale?

Kanniainen

Pääkkönen

2009

Empirica

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The paper presents a model where illegal shadow production arises from tax evasion. The equilibrium size of the shadow production is determined by consumer moral valuations, possibly affected by the inherited culture or religion. The implications of the model are tested in the OECD data on groups of countries for two regimes 1979-1992 and 1992-2003. Evidence is found on a link between tax morale and shadow markets. No evidence, however, is found to support the view that the tax morale differs between the Catholic South and Protestant North in Europe. The results suggest that the earlier studies have overestimated the size of the shadow economies and that there has been a regime switch in the evolution of the shadow economies during the early 1990s.JEL Classification: C23, D43, H26, L13

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Section: Methodsmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 95%

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Do the catholic and protestant countries differ by their tax morale?

Kanniainen

Pääkkönen

2009

Empirica

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“…Geraci (1977), Hausman (1977 and Hsiao (1976) consider the errors in variables problem in the simultaneous equations situation. An excellent survey is given by Aigner, Hsiao, Kapteyn, and Wansbeek (1984). Reiersol (1950) demonstrated identification of the errors in variables problem using distributional assumptions.…”

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confidence: 99%

Nonlinear errors in variables Estimation of some Engel curves

Hausman

Newey

Powell

1995

Journal of Econometrics

194

119

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“…A variant of this model, not including error components, has been studied extensively in the literature, cf. Aigner et al (1984). A full treatment of ML estimation in this so-called dynamic shock-error model has been…”

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confidence: 99%

Simple Estimators for Dynamic Panel Data Models with Errors in Variables

Wansbeek¹,

Kapteyn

1992

Contributions to Consumer Demand and Econometrics

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Abstract.Simple dynamic models with individual effects are considered in which lagged endogenous or exogenous variabels are observed with error.The inconsistencies of estimators based on the elimination of individual effects are established. The results can be used to construct tractable consistent, and sometimes asymptotically efficient estimators. The emphasis is on simplicity of derivations and tractability of the resulting estimators, rather than on generality or newness of results.

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Chapter 23 Latent variable models in econometrics

Cited by 168 publications

References 128 publications

Do the catholic and protestant countries differ by their tax morale?

Do the catholic and protestant countries differ by their tax morale?

Nonlinear errors in variables Estimation of some Engel curves

Simple Estimators for Dynamic Panel Data Models with Errors in Variables

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