Bivariate dynamic probit models for panel data
AbstractIn this talk, I will discuss the main methodological features of the bivariate dynamic probit model for panel data. I will present an example using simulated data, giving special emphasis to the initial conditions problem in dynamic models and the difference between true and spurious state dependence. The model is fit by maximum simulated likelihood.
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Bibliographic InfoPaper provided by Stata Users Group in its series Mexican Stata Users' Group Meetings 2010 with number 07.
Date of creation: 10 Jun 2010
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- Alessie, R.J.M. & Hochgürtel, S. & Soest, A.H.O. van, 2004.
"Ownership of stocks and mutual funds: A panel data analysis,"
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-140722, Tilburg University.
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- Francesco Devicienti & Ambra Poggi, 2011.
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- Miranda, Alfonso, 2007. "Migrant Networks, Migrant Selection, and High School Graduation in Mexico," IZA Discussion Papers 3204, Institute for the Study of Labor (IZA).
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