Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
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Publication:73022
DOI10.1016/J.JECONOM.2012.03.004zbMATH Open1443.62428OpenAlexW3123849952MaRDI QIDQ73022FDOQ73022
Authors: 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
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Cited In (18)
- Modified profile likelihood for fixed-effects panel data models
- On uniqueness of the conditional maximum likelihood estimation for a binary panel model
- Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
- On auto-regression type dynamic mixed models for binary panel data
- Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
- Analysis of pseudo-panel data with dependent samples
- A Monte Carlo study of bias corrections for panel probit models
- Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects
- 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 Binary Variables and Sufficiency: Generalizing Conditional Logit
- Panel conditional and multinomial logit with time-varying parameters
- 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
- Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions
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