MCMC conditional maximum likelihood for the two-way fixed-effects logit

DOI10.1080/07474938.2024.2339145MaRDI QIDQ6986710zbMATH OpenFDO

Authors Francesco Bartolucci, Claudia Pigini, Francesco Valentini

Publication date 9 May 2025

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/110034/1/MPRA_paper_110034.pdf

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(1)

• Accurate inference on a parameter of interest via parametric bootstrap in two-way crossed fixed effects models with sparse discrete data

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