The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects

DOI10.1111/j.1368-423X.2004.00123.xzbMath1053.62068OpenAlexW3122694256MaRDI QIDQ3156188

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Publication date: 6 January 2005

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2004.00123.x

zbMATH Keywords

fixed effectspanel databiascomputationfinite samplestobittruncated regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Point estimation (62F10) Monte Carlo methods (65C05) Estimation in survival analysis and censored data (62N02)

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Uses Software

• LIMDEP

Cites Work

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• Efficient estimation of models for dynamic panel data
• Another look at the instrumental variable estimation of error-components models
• The equivalence of two estimators of the fixed-effects logit model
• The incidental parameter problem since 1948
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• Individual effects and dynamics in count data models.
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
• THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
• Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
• Linear Statistical Inference and its Applications

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