Estimating dynamic panel data discrete choice models with fixed effects
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 140 (2007)
Issue (Month): 2 (October)
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Web page: http://www.elsevier.com/locate/jeconom
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- Joseph G. Altonji & Rosa L. Matzkin, 2001. "Panel Data Estimators for Nonseparable Models with Endogenous Regressors," NBER Technical Working Papers 0267, National Bureau of Economic Research, Inc.
- Dean R. Hyslop, 1999. "State Dependence, Serial Correlation and Heterogeneity in Intertemporal Labor Force Participation of Married Women," Econometrica, Econometric Society, vol. 67(6), pages 1255-1294, November.
- Haihong Li & Bruce G. Lindsay & Richard P. Waterman, 2003. "Efficiency of projected score methods in rectangular array asymptotics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 191-208.
- William Greene, 2004. "The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 98-119, 06.
- Bo E. Honoré & Ekaterini Kyriazidou, 2000. "Panel Data Discrete Choice Models with Lagged Dependent Variables," Econometrica, Econometric Society, vol. 68(4), pages 839-874, July.
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