Exponential class of dynamic binary choice panel data models with fixed effects

DOI10.1080/07474938.2017.1307597MaRDI QIDQ5864654zbMATH OpenOpenAlexWikidataFDO

Authors Majid M. Al-Sadoon, Tong Li, M. Hashem Pesaran

Publication date 8 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL http://dro.dur.ac.uk/25917/1/25917.pdf

zbMATH Keywords

fixed effectspanel dataGMMdynamic discrete choiceCMLE

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

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• Some Problems Connected with Statistical Inference
• Testing dependence among serially correlated multicategory variables
• Time series and panel data econometrics
• Uniform Convergence in Probability and Stochastic Equicontinuity

Cited in

(3)

• Transformations and moment conditions for dynamic fixed effects logit models
• Semiparametric estimation of dynamic binary choice panel data models
• Estimating dynamic binary choice models using irregularly spaced panel data

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