Fixed effects estimation of structural parameters and marginal effects in panel probit models

DOI10.1016/j.jeconom.2009.02.007zbMath1429.62665OpenAlexW2145318628MaRDI QIDQ100624

Iván Fernández-Val, Iván Fernández-Val

Publication date: May 2009

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.02.007

zbMATH Keywords

fixed effectspanel databiaslabor force participationprobitdiscrete choice modelsincidental parameters problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (21)

A James-Stein-type adjustment to bias correction in fixed effects panel models ⋮ The uneven impact of continental boundaries on trade ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ 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 ⋮ 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 ⋮ Identification and estimation of nonlinear dynamic panel data models with unobserved covariates ⋮ BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS ⋮ Second-order corrected likelihood for nonlinear panel models with fixed effects ⋮ Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model ⋮ Non‐parametric models in binary choice fixed effects panel data ⋮ Correlated random effects models with unbalanced panels ⋮ Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data ⋮ Integrated likelihood based inference for nonlinear panel data models with unobserved effects ⋮ Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence ⋮ Individual and time effects in nonlinear panel models with large \(N\), \(T\) ⋮ Bias corrections for two-step fixed effects panel data estimators ⋮ A Monte Carlo study of bias corrections for panel probit models ⋮ bife ⋮ Modified Profile Likelihood for Fixed-Effects Panel Data Models

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