Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects

DOI10.1081/ETC-120017972MaRDI QIDQ4797687zbMATH OpenOpenAlexFDO

Authors Michael Lechner, François Laisney

Publication date 6 March 2003

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/etc-120017972

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• A Root- N Consistent Semiparametric Estimator for Related-effect Binary Response Panel Data
• A Smoothed Maximum Score Estimator for the Binary Response Model
• A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
• Analysis of Covariance with Qualitative Data
• Convenient estimators for the panel probit model
• Orthogonal Parameters and Panel Data
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Panel Data Econometrics
• Rank estimation of a generalized fixed-effects regression model
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• The Asymptotic Variance of Semiparametric Estimators
• The incidental parameter problem since 1948

Cited in

(8)

• The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
• A note on GMM estimation of probit models with endogenous regressors
• Identification problem of GMM estimators for short panel data models with interactive fixed effects
• Estimation for dynamic and static panel probit models with large individual effects
• Convenient estimators for the panel probit model
• Orthogonal Parameters and Panel Data
• The role of conditional likelihoods in latent variable modeling
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators

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