Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data

DOI10.1016/j.jeconom.2012.03.004zbMath1443.62428OpenAlexW3123849952MaRDI QIDQ73022

Francesco Bartolucci, Valentina Nigro, Valentina Nigro

Publication date: September 2012

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000954

zbMATH Keywords

longitudinal datalog-linear modelspseudo likelihood inferencequadratic exponential distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (7)

Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects ⋮ Panel conditional and multinomial logit with time-varying parameters ⋮ Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model ⋮ A Monte Carlo study of bias corrections for panel probit models ⋮ cquad ⋮ Modified Profile Likelihood for Fixed-Effects Panel Data Models ⋮ Exponential class of dynamic binary choice panel data models with fixed effects

Uses Software

• cquad

Cites Work

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• Panel Binary Variables and Sufficiency: Generalizing Conditional Logit
• Consistent Estimates Based on Partially Consistent Observations
• On a General Class of "Contagious" Distributions
• Maximum Likelihood Estimation of Misspecified Models

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