Binary choice panel data models with predetermined variables
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Publication:1810682
DOI10.1016/S0304-4076(03)00095-2zbMATH Open1013.62110OpenAlexW2163569027MaRDI QIDQ1810682FDOQ1810682
Authors: Manuel Arellano, Raquel Carrasco 
Publication date: 9 June 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00095-2
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
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Cited In (17)
- Heterogeneous credit union production technologies with endogenous switching and correlated effects
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- A control function approach to estimate panel data binary response model
- Nonparametric identification of discrete choice models with lagged dependent variables
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
- Bias corrections for two-step fixed effects panel data estimators
- Lock-in and unobserved preferences in server operating systems: a case of Linux vs. Windows
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Selection correction in panel data models: An application to the estimation of females' wage equations
- Exponential class of dynamic binary choice panel data models with fixed effects
- Estimation of a nonlinear panel data model with semiparametric individual effects
- Predicting Panel Data Binary Choice with the Gibbs Posterior
- GMM estimation for high-dimensional panel data models
- Nonlinear panel data models with distribution-free correlated random effects
- Non-parametric models in binary choice fixed effects panel data
- Nonparametric identification in nonseparable panel data models with generalized fixed effects
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