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dc.contributor.authorBrücker, Herberten_US
dc.contributor.authorSiliverstovs, Borissen_US
dc.date.accessioned2005-12-07en_US
dc.date.accessioned2010-07-07T09:12:24Z-
dc.date.available2010-07-07T09:12:24Z-
dc.date.issued2005en_US
dc.identifier.urihttp://hdl.handle.net/10419/33516-
dc.description.abstractThis paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than 20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the period 1967-2001. Our results suggest that the choice of an estimation procedure has a substantial impact on the parameter estimates of the migration function. Out-of-sample forecasting results indicate the following: (i) the standard fixed effects estimators clearly outperforms the pooled OLS estimator, (ii) both the fixed effects estimators and the hierarchical Bayes estimator exhibit the superior forecast performance, (iii) the fixed effects estimators outperform GMM and other instrumental variables estimators, (iv) forecasting performance of heterogenous estimators is mediocre in our data set.en_US
dc.language.isoengen_US
dc.publisherIZA Bonnen_US
dc.relation.ispartofseriesIZA Discussion Papers 1710en_US
dc.subject.jelC23en_US
dc.subject.jelC53en_US
dc.subject.jelF22en_US
dc.subject.ddc330en_US
dc.subject.keywordinternational migrationen_US
dc.subject.keywordpanel dataen_US
dc.subject.keywordforecastingen_US
dc.subject.stwInternationale Wanderungen_US
dc.subject.stwPrognoseverfahrenen_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwPanelen_US
dc.subject.stwDeutschlanden_US
dc.titleOn the estimation and forecasting of international migration: how relevant is heterogeneity across countries?en_US
dc.typeWorking Paperen_US
dc.identifier.ppn497229196en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
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IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA)

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