Dynamic ordered panel logit models
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Cites work
- Analysis of Covariance with Qualitative Data
- Consistent Estimates Based on Partially Consistent Observations
- Consistent estimation of the fixed effects ordered logit model
- Estimating semi-parametric panel multinomial choice models using cyclic monotonicity
- Estimation of cross sectional and panel data censored regression models with endogeneity
- Fixed‐effects binary choice models with three or more periods
- Functional differencing
- scientific article; zbMATH DE number 3992746 (Why is no real title available?)
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- Inference on semiparametric multinomial response models
- Initial conditions and moment restrictions in dynamic panel data models
- Large Sample Properties of Generalized Method of Moments Estimators
- Moment conditions for dynamic panel logit models with fixed effects
- Monte Carlo confidence sets for identified sets
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Semiparametric identification in panel data discrete response models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
- Transformations and moment conditions for dynamic fixed effects logit models
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