Estimating dynamic binary choice models using irregularly spaced panel data

DOI10.1016/J.ECONLET.2020.109217MaRDI QIDQ777739zbMATH OpenOpenAlexFDO

Authors Maolong Chen, Robert J. Myers, Chaoran Hu

Publication date 7 July 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2020.109217

zbMATH Keywords

binary choicedynamic panel modelsirregular spacing

Mathematics Subject Classification ID

Density estimation (62G07) Causal inference from observational studies (62D20)

Recommendations

• Estimating dynamic panel data discrete choice models with fixed effects
• Indirect inference approach to estimating dynamic panel data models with irregular spacing
• Exponential class of dynamic binary choice panel data models with fixed effects
• Consistent estimation of binary‐choice panel data models with heterogeneous linear trends
• Non-parametric models in binary choice fixed effects panel data
• Semiparametric inference in dynamic binary choice models
• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• Estimation of panel data models with binary indicators when treatment effects are not constant over time
• An alternative root-\(n\) consistent estimator for panel data binary choice models

Cites work

• Analysis of Covariance with Qualitative Data
• On the Pooling of Time Series and Cross Section Data
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
• Unequal spacing in dynamic panel data: identification and estimation

Cited in

(4)

• Estimation of \(\text{AR}(1)\) models with unequally spaced pseudo-panels
• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• Unequal spacing in dynamic panel data: identification and estimation
• Indirect inference approach to estimating dynamic panel data models with irregular spacing

This page was built for publication: Estimating dynamic binary choice models using irregularly spaced panel data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q777739)