The Information Bound Of A Dynamic Panel Logit Model With Fixed Effects
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- Shiu, Ji-Liang & Hu, Yingyao, 2013.
"Identification and estimation of nonlinear dynamic panel data models with unobserved covariates,"
Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
- Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive 557, The Johns Hopkins University,Department of Economics.
- D'Addio, Anna Cristina & Honoré, Bo E., 2010.
"Duration Dependence and Timevarying Variables in Discrete Time Duration Models,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(2), December.
- Anna Christina D'Addio & Bo E. Honoré, "undated". "Duration Dependence and Timevarying Variables in Discrete Time Duration Models," Economics Working Papers 2002-13, Department of Economics and Business Economics, Aarhus University.
- Anna Cristina D'Addio & Bo E. Honoré, 2002. "Duration dependence and time varying variables in discrete time duration models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-3, International Conferences on Panel Data.
- Bartolucci, Francesco & Nigro, Valentina, 2012. "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
- Chris Muris & Pedro Raposo & Sotiris Vandoros, 2020.
"A dynamic ordered logit model with fixed effects,"
Papers
2008.05517, arXiv.org.
- Chris Muris & Pedro Raposo & Sotiris Vandoros, 2020. "A Dynamic Ordered Logit Model with Fixed Effects," Department of Economics Working Papers 2020-14, McMaster University.
- Richiardi Matteo & Poggi Ambra, 2012.
"Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method,"
Department of Economics and Statistics Cognetti de Martiis. Working Papers
201213, University of Turin.
- Matteo Richiardi & Ambra Poggi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Carlo Alberto Notebooks 267, Collegio Carlo Alberto.
- Ambra Poggi & Matteo G. Richiardi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models.An application of the Rank Method," LABORatorio R. Revelli Working Papers Series 124, LABORatorio R. Revelli, Centre for Employment Studies.
- Timothy Halliday, 2006. "Identifying State Dependence in Non-Stationary Processes," Working Papers 200601, University of Hawaii at Manoa, Department of Economics.
- Sheng-Kai Chang, 2014. "Simulation Estimation of Dynamic Panel Discrete Choice Models Using the $$t$$ t Distributions," Computational Economics, Springer;Society for Computational Economics, vol. 43(4), pages 395-409, April.
- Ai, Chunrong & Gan, Li, 2010. "An alternative root-n consistent estimator for panel data binary choice models," Journal of Econometrics, Elsevier, vol. 157(1), pages 93-100, July.
- Timothy Halliday, 2007.
"Testing for State Dependence with Time-Variant Transition Probabilities,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 685-703.
- Timothy J. Halliday, 2006. "Testing for State Dependence with Time-Variant Transition Probabilities," Working Papers 200614, University of Hawaii at Manoa, Department of Economics.
- Carro, Jesus M., 2007.
"Estimating dynamic panel data discrete choice models with fixed effects,"
Journal of Econometrics, Elsevier, vol. 140(2), pages 503-528, October.
- Jesús M. Carro, 2003. "Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects," Working Papers wp2003_0304, CEMFI.
- Matteo Richiardi & Ambra Poggi, 2014. "Imputing Individual Effects in Dynamic Microsimulation Models. An application to household formation and labour market participation in Italy," International Journal of Microsimulation, International Microsimulation Association, vol. 7(2), pages 3-39.
- Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Jun 2020.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," ANU Working Papers in Economics and Econometrics 2020-671, Australian National University, College of Business and Economics, School of Economics.
- Manuel Arellano & Jinyong Hahn, 2005. "Understanding Bias in Nonlinear Panel Models: Some Recent Developments," Working Papers wp2005_0507, CEMFI.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series 626, School of Economics, University of Queensland, Australia.
- Yoshitsugu Kitazawa, 2013. "Exploration of dynamic fixed effects logit models from a traditional angle," Discussion Papers 60, Kyushu Sangyo University, Faculty of Economics.
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