Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model

DOI10.1080/07474938.2015.1060039zbMATH Open1490.62228OpenAlexW2111831049WikidataQ115550932 ScholiaQ115550932MaRDI QIDQ5034239FDOQ5034239

Authors: Francesco Bartolucci, Valentina Nigro, Claudia Pigini 

Publication date: 24 February 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2015.1060039

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zbMATH Keywords

conditional inference\(t\)-testquadratic exponential modeldynamic logit model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites Work

• 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
• Maximum Likelihood Estimation of Misspecified Models
• Bias reduction for dynamic nonlinear panel models with fixed effects
• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• Estimating dynamic panel data discrete choice models with fixed effects
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure
• Jackknife and analytical bias reduction for nonlinear panel models.
• On a General Class of "Contagious" Distributions
• Title not available (Why is that?)
• Heterogeneity, state dependence and health
• Testing for State Dependence with Time-Variant Transition Probabilities
• Modified Profile Likelihood for Fixed-Effects Panel Data Models

Cited In (4)

• Testing for State Dependence with Time-Variant Transition Probabilities
• Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
• Heterogeneity, state dependence and health
• Testing for state dependence in the fixed-effects ordered logit model

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