Estimating dynamic panel data discrete choice models with fixed effects
From MaRDI portal
Publication:451257
DOI10.1016/J.JECONOM.2006.07.023zbMATH Open1247.91130OpenAlexW3122230845MaRDI QIDQ451257FDOQ451257
Authors: Jesús Carro 
Publication date: 23 September 2012
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.cemfi.es/ftp/wp/0304.pdf
Recommendations
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Estimation of dynamic panel data sample selection models
- Estimation for dynamic and static panel probit models with large individual effects
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Indirect inference for dynamic panel models
Cites Work
- Title not available (Why is that?)
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Title not available (Why is that?)
- THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Consistent Estimates Based on Partially Consistent Observations
- Title not available (Why is that?)
- Analysis of Covariance with Qualitative Data
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Asymptotic properties of a conditional maximum‐likelihood estimator
- Orthogonal Parameters and Panel Data
- Title not available (Why is that?)
- Title not available (Why is that?)
- Efficiency of Projected Score Methods in Rectangular Array Asymptotics
- Title not available (Why is that?)
- Binary response models for panel data: identification and information
Cited In (29)
- Estimation for the single-index models with random effects
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
- Modified profile likelihood for fixed-effects panel data models
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
- A new local estimation method for single index models for~longitudinal data
- Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers
- Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
- Estimation for dynamic and static panel probit models with large individual effects
- Heterogeneity in dynamic discrete choice models
- Consistent estimation of binary‐choice panel data models with heterogeneous linear trends
- Exponential class of dynamic binary choice panel data models with fixed effects
- Identification and estimation in panel models with overspecified number of groups
- A recursive procedure for density estimation on the binary hypercube
- Panel conditional and multinomial logit with time-varying parameters
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Estimating dynamic binary choice models using irregularly spaced panel data
- Bootstrap inference for fixed-effect models
- Methods for strengthening a weak instrument in the case of a persistent treatment
- Non-parametric models in binary choice fixed effects panel data
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Penalized quadratic inference functions for single-index models with longitudinal data
This page was built for publication: Estimating dynamic panel data discrete choice models with fixed effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q451257)
