Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data

DOI10.1016/J.CSDA.2006.11.030zbMATH Open1161.62394OpenAlexW1981861528MaRDI QIDQ1019979FDOQ1019979

Authors: Francesco Bartolucci, Valentina Nigro 

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2108/351

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zbMATH Keywords

EM algorithmheterogeneityfinite mixture modelslatent class modelstate dependence

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• Handbook of econometrics. Volume 2
• Early warning systems for sovereign debt crises: The role of heterogeneity
• Panel data analysis of household brand choices

Cited In (4)

• Estimation in an Empirical Bayes Model for Longitudinal and Cross-Sectionally Clustered Binary Data
• Three-step estimation of latent Markov models with covariates
• Latent class models for diary method data: Parameter estimation by local computations
• A Bayesian approach to model-based clustering for binary panel probit models

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