Statistical inference in binary panel data model with cross-sectional dependence

DOI10.12386/A20230178MaRDI QIDQ6959897zbMATH OpenFDO

Authors Gang Yu, Wei Gao, Ning-Zhong Shi

Publication date 14 July 2025

Published in Acta Mathematica Sinica. Chinese Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12386/A20230178

zbMATH Keywords

probit modelcross-sectional dependenceinteractive effectsmaximum likelihood estimator (MLE)binary panel data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Cites work

• Analysis of panel data
• Binary response models for heterogeneous panel data with interactive fixed effects
• Cross-Sectional Dependence in Panel Data Analysis
• Cross-sectional averages versus principal components
• Estimating linear statistical relationships
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Estimation for dynamic and static panel probit models with large individual effects
• Estimation of treatment effects for heterogeneous matched-pairs data with probit models
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)
• On the Pooling of Time Series and Cross Section Data
• Panel data models with cross-sectional dependence: a selective review
• Panel data models with interactive fixed effects
• Panel models with interactive effects
• Theory and methods of panel data models with interactive effects
• Transformed Estimation for Panel Interactive Effects Models

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