Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects

DOI10.1016/J.ECONLET.2011.12.061zbMATH Open1243.62105OpenAlexW2002449872MaRDI QIDQ433202FDOQ433202

Authors: Romain Aeberhardt, Laurent Davezies 

Publication date: 13 July 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://crest.science/RePEc/wpstorage/2011-08.pdf

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zbMATH Keywords

incidental parametersstate dependenceconditional logitMarkovian process

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Generalized linear models (logistic models) (62J12)

Cites Work

• Panel Data Discrete Choice Models with Lagged Dependent Variables
• On the Variances of Asymptotically Normal Estimators from Complex Surveys

Cited In (4)

• User's guide
• Identification and estimation of thresholds in the fixed effects ordered logit model
• A convenient method for the estimation of the multinomial logit model with fixed effects
• Exponential regression of fractional-response fixed-effects models with an application to firm capital structure

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