Fixed effects estimation of structural parameters and marginal effects in panel probit models
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Cites work
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Analysis of Covariance with Qualitative Data
- Asymptotic properties of a conditional maximum‐likelihood estimator
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Biases in Dynamic Models with Fixed Effects
- Binary choice panel data models with predetermined variables
- Consistent Estimates Based on Partially Consistent Observations
- Consistent Estimation of Scaled Coefficients
- Econometric analysis of cross section and panel data.
- Estimating dynamic panel data discrete choice models with fixed effects
- scientific article; zbMATH DE number 3144846 (Why is no real title available?)
- scientific article; zbMATH DE number 3938400 (Why is no real title available?)
- scientific article; zbMATH DE number 5245028 (Why is no real title available?)
- Jackknife and analytical bias reduction for nonlinear panel models.
- Linear Regression Limit Theory for Nonstationary Panel Data
- On the Pooling of Time Series and Cross Section Data
- Orthogonal Parameters and Panel Data
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
- The second-order bias and mean squared error of nonlinear estimators
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Unobserved heterogeneity and estimation of average partial effects
Cited in
(43)- Convenient estimators for the panel probit model
- On the calculation of marginal effects in the bivariate probit model
- Estimation of average marginal effects in multiplicative unobserved effects panel models
- Analysis of private transfers with panel fixed-effect censored model estimator
- Correlated random effects models with unbalanced panels
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Second-order corrected likelihood for nonlinear panel models with fixed effects
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- The uneven impact of continental boundaries on trade
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- The robustness of conditional logit for binary response panel data models with serial correlation
- Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
- Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model
- Estimating dynamic panel data discrete choice models with fixed effects
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
- Non-parametric models in binary choice fixed effects panel data
- Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
- A James-Stein-type adjustment to bias correction in fixed effects panel models
- A Monte Carlo study of bias corrections for panel probit models
- Modified profile likelihood for fixed-effects panel data models
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- The role of score and information bias in panel data likelihoods
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
- Bootstrap inference for fixed-effect models
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- Copula-Based Random Effects Models for Clustered Data
- Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the U.S.
- Efficient bias correction for cross-section and panel data
- A jackknife bias correction for nonlinear network data models with fixed effects
- Identification and estimation of partial effects in nonlinear semiparametric panel models
- Identification of time-varying counterfactual parameters in nonlinear panel models
- Fertility, economic incentives and individual heterogeneity: register data-based evidence from France and Germany
- Nonseparable panel models with index structure and correlated random effects
- Predicting individual effects in fixed effects panel probit models
- Nuisance parameters, modified profile likelihood and Jacobian prior
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
- Bias corrections for two-step fixed effects panel data estimators
- bife
- Grouped effects estimators in fixed effects models
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