Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects (Q6149871)
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scientific article; zbMATH DE number 7813305
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| English | Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects |
scientific article; zbMATH DE number 7813305 |
Statements
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects (English)
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5 March 2024
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autocorrelated discrete variables
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credit rating transition
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dynamic binary choice
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identification
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nonlinear dynamic panel data
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persistence of ratings
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