Estimating dynamic panel data discrete choice models with fixed effects

DOI10.1016/j.jeconom.2006.07.023zbMath1247.91130OpenAlexW3122230845MaRDI QIDQ451257

Jesus M. 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

zbMATH Keywords

fixed effectspanel datadynamic discrete choicemodified MLE

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (20)

Panel data analysis -- advantages and challenges (with comments and rejoinder) ⋮ Identification and estimation in panel models with overspecified number of groups ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ Estimation for the single-index models with random effects ⋮ Methods for strengthening a weak instrument in the case of a persistent treatment ⋮ A recursive procedure for density estimation on the binary hypercube ⋮ Identification and estimation of nonlinear dynamic panel data models with unobserved covariates ⋮ Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model ⋮ Heterogeneity in dynamic discrete choice models ⋮ Non‐parametric models in binary choice fixed effects panel data ⋮ Penalized quadratic inference functions for single-index models with longitudinal data ⋮ PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA ⋮ Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data ⋮ Fixed effects estimation of structural parameters and marginal effects in panel probit models ⋮ 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 ⋮ Individual and time effects in nonlinear panel models with large \(N\), \(T\) ⋮ A new local estimation method for single index models for longitudinal data ⋮ Modified Profile Likelihood for Fixed-Effects Panel Data Models ⋮ Exponential class of dynamic binary choice panel data models with fixed effects

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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
• Analysis of Covariance with Qualitative Data
• Asymptotic properties of a conditional maximum‐likelihood estimator
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Efficiency of Projected Score Methods in Rectangular Array Asymptotics
• Orthogonal Parameters and Panel Data
• THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
• Binary Response Models for Panel Data: Identification and Information
• The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
• Consistent Estimates Based on Partially Consistent Observations

This page was built for publication: Estimating dynamic panel data discrete choice models with fixed effects