Ekaterini (Katerina) Kyriazidou

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University of California - Los Angeles		Tel: (310) 206-2794
Department of Economics		Fax: (310) 825-9528
405 Hilgard Ave.		Email: kyria@econ.ucla.edu
Los Angeles, California 90095-1477

Papers:

• "Estimation of A Panel Data Sample Selection Model," Econometrica, Vol. 65, No 6, pp. 1335-1364 (1997). Additional Appendix (in pdf format). Click here to download a Gauss program that implements the proposed estimator. The program requires as input first-step estimates of the parameters of the discrete choice selection equation. Click here to download a Gauss programthat performs conditional maximum likelihood for a fixed effects logit model. Both programs can accommodate unbalanced panels.
• "Estimation of Type 3 Tobit Models using Symmetric Trimming and Pairwise Comparisons", joint with Bo E. Honoré and Christopher Udry. Journal of Econometrics, 76, pp. 107-128 (1997).
• "Testing for Serial Correlation in Multivariate Regression Models," Journal of Econometrics, 86, pp. 193-220 (1998)
• "Viennese Chairs", joint with Martin Pesendorfer, Journal of Economic History, 59, pp. 143-166 (1999) (in pdf format)
• "Panel Data Discrete Choice Models with Lagged Dependent Variables," joint with Bo E. Honoré, forthcoming in Econometrica. (in postscript format)
• "Estimation of Tobit-Type Models with Individual Specific Effects," joint with Bo E. Honoré. Accepted in Econometric Reviews. Figure 1 (in pdf format)
• "Panel Data Analysis of Household Brand Choices", joint with Pradeep Chintagunta and Josef Perktold - (in pdf format)

• "Estimation of Dynamic Panel Data Sample Selection Models, (in pdf format). Additional Appendix (in pdf format). Preliminary Gauss Code (updated 5/31/2000)
• "On the Relevance of Borrowing Constraints: Evidence from Car Loans," Joint with Orazio Attanasio and Pinelopi Koujianou-Goldberg - (in pdf format)

Revised 5/31/2000