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

DOI10.1016/J.JECONOM.2012.03.004zbMATH Open1443.62428OpenAlexW3123849952MaRDI QIDQ73022FDOQ73022

Valentina Nigro, Francesco Bartolucci, 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

log-linear modelslongitudinal datapseudo likelihood inferencequadratic exponential distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fixed effects estimation of structural parameters and marginal effects in panel probit models
• Large Sample Properties of Generalized Method of Moments Estimators
• Maximum Likelihood Estimation of Misspecified Models
• A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
• BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
• Bounds on Parameters in Panel Dynamic Discrete Choice Models
• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• A note on the quadratic exponential binary distribution
• Estimating dynamic panel data discrete choice models with fixed effects
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Bias reduction of maximum likelihood estimates
• THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
• A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure
• On the approximation of the quadratic exponential distribution in a latent variable context
• Panel Binary Variables and Sufficiency: Generalizing Conditional Logit
• Consistent Estimates Based on Partially Consistent Observations
• On a General Class of "Contagious" Distributions

Cited In (12)

• Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
• 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
• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
• On probit versus logit dynamic mixed models for binary panel data
• cquad
• Drawing inferences from logit models for panel data
• Exponential class of dynamic binary choice panel data models with fixed effects
• Panel conditional and multinomial logit with time-varying parameters
• Modified Profile Likelihood for Fixed-Effects Panel Data Models
• The robustness of conditional logit for binary response panel data models with serial correlation
• The logit model and panel data via repeated observations. A clarification and extension of the literature

Uses Software

• cquad

Recommendations

• Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 👍 👎
• On uniqueness of the conditional maximum likelihood estimation for a binary panel model 👍 👎
• A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator 👍 👎
• On probit versus logit dynamic mixed models for binary panel data 👍 👎
• ON PSEUDO-LIKELIHOOD INFERENCE IN THE BINARY LONGITUDINAL MIXED MODEL 👍 👎
• Generalised quasi‐likelihood inference in a semi‐parametric binary dynamic mixed logit model 👍 👎
• Inferences in dynamic logit models in semi-parametric setup for repeated binary data 👍 👎
• On estimation in multinomial logit model for a panel study 👍 👎

This page was built for publication: Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q73022)