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

DOI10.1080/07474938.2015.1060039MaRDI QIDQ5034239zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

\(t\)-testconditional inferencedynamic logit modelquadratic exponential 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)

Recommendations

• Testing for State Dependence with Time-Variant Transition Probabilities
• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• Dependence in binary outcomes: a quadratic exponential model approach
• Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
• A bivariate binary model for testing dependence in outcomes

Cites work

• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• A multivariate extension of the dynamic logit model for longitudinal data based on a latent Markov heterogeneity structure
• Bias reduction for dynamic nonlinear panel models with fixed effects
• Estimating dynamic panel data discrete choice models with fixed effects
• Fixed effects estimation of structural parameters and marginal effects in panel probit models
• Heterogeneity, state dependence and health
• scientific article; zbMATH DE number 50804 (Why is no real title available?)
• Jackknife and analytical bias reduction for nonlinear panel models.
• Maximum Likelihood Estimation of Misspecified Models
• Modified profile likelihood for fixed-effects panel data models
• On a General Class of "Contagious" Distributions
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
• Testing for State Dependence with Time-Variant Transition Probabilities

Cited in

(5)

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

This page was built for publication: Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5034239)