Panel conditional and multinomial logit with time-varying parameters

DOI10.1515/SNDE-2014-0003zbMath1506.62518OpenAlexW2027211680MaRDI QIDQ2687871

Myoung-jae Lee

Publication date: 7 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2014-0003

zbMATH Keywords

time-varying parameterspanel databinary choiceconditional logitmultinomial choice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Uses Software

• AS 196
• cquad

Cites Work

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• Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
• Trending time-varying coefficient time series models with serially correlated errors
• Handbook of econometrics. Volume 2
• Econometric analysis of panel data
• Analysis of Panel Data
• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• Analysis of Covariance with Qualitative Data
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Nonparametric Varying-Coefficient Models for the Analysis of Longitudinal Data

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