A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Thierry Magnac, 2004.
"Panel Binary Variables and Sufficiency: Generalizing Conditional Logit,"
Econometrica, Econometric Society, vol. 72(6), pages 1859-1876, November.
- Thierry Magnac, 2003. "Panel Binary Variables and Sufficiency: Generalizing Conditional Logit," Research Unit Working Papers 0308, Laboratoire d'Economie Appliquee, INRA.
- Thierry Magnac, 2004. "Panel binary variables and sufficiency : generalizing conditional logit," Post-Print hal-02678116, HAL.
- 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.
- D. R. Cox, 1972. "The Analysis of Multivariate Binary Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(2), pages 113-120, June.
- Bo E. Honoré & Elie Tamer, 2006. "Bounds on Parameters in Panel Dynamic Discrete Choice Models," Econometrica, Econometric Society, vol. 74(3), pages 611-629, May.
- Jeffrey M Wooldridge, 2010.
"Econometric Analysis of Cross Section and Panel Data,"
MIT Press Books,
The MIT Press,
edition 2, volume 1, number 0262232588, September.
- Jeffrey M. Wooldridge, 2001. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262232197, September.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po publications 2014-03, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2008.
"Identification and estimation of marginal effects in nonlinear panel models,"
CeMMAP working papers
CWP25/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2009. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP05/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Identification and Estimation of Marginal Effects in Nonlinear Panel Models," Boston University - Department of Economics - Working Papers Series wp2009-b, Boston University - Department of Economics.
- Andrew Adrian Yu Pua, 2015. "On IV estimation of a dynamic linear probability model with fixed effects," UvA-Econometrics Working Papers 15-01, Universiteit van Amsterdam, Dept. of Econometrics.
- repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- Francesco Bartolucci† & Valentina Nigro, 2007. "A dynamic model for binary panel data with unobserved heterogeneity admitting a Vn-consistent conditional estimator," CEIS Research Paper 97, Tor Vergata University, CEIS.
- Fernández-Val, Iván & Weidner, Martin, 2016.
"Individual and time effects in nonlinear panel models with large N, T,"
Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Browning, Martin & Carro, Jesus M., 2014.
"Dynamic binary outcome models with maximal heterogeneity,"
Journal of Econometrics, Elsevier, vol. 178(2), pages 805-823.
- Martin Browning & Jesus M. Carro, 2007. "Dynamic Binary Outcome Models with Maximal Heterogeneity," CAM Working Papers 2009-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Feb 2009.
- Martin Browning & Jesus M. Carro, 2009. "Dynamic binary outcome models with maximal heterogeneity," Economics Series Working Papers 426, University of Oxford, Department of Economics.
- Carro, Jesús M. & Browning, Martin, 2009. "Dynamic binary outcome models with maximal heterogeneity," UC3M Working papers. Economics we091710, Universidad Carlos III de Madrid. Departamento de Economía.
- Berthélemy Michel & Bonev Petyo & Dussaux Damien & Söderberg Magnus, 2019.
"Methods for strengthening a weak instrument in the case of a persistent treatment,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-30, February.
- Michel Berthélemy & Petyo Bonev & Damien Dussaux & Magnus Söderberg, 2017. "Methods for strengthening a weak instrument in the case of a persistent treatment," GRI Working Papers 265, Grantham Research Institute on Climate Change and the Environment.
- Michel Berthélemy & Petyo Bonev & Damien Dussaux & Magnus Söderberg, 2018. "Methods for strengthening a weak instrument in the case of a persistent treatment," Post-Print hal-01829558, HAL.
- Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
- Pedro Albarran & Raquel Carrasco & Jesus M. Carro, 2019.
"Estimation of Dynamic Nonlinear Random Effects Models with Unbalanced Panels,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(6), pages 1424-1441, December.
- Carro, Jesús M. & Albarrán, Pedro & Carrasco, Raquel, 2015. "Estimation of Dynamic Nonlinear Random Effects Models with Unbalanced Panels," UC3M Working papers. Economics we1503, Universidad Carlos III de Madrid. Departamento de Economía.
- Pierre‐Carl Michaud & Konstantinos Tatsiramos, 2011.
"Fertility and female employment dynamics in Europe: the effect of using alternative econometric modeling assumptions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 641-668, June.
- Michaud, Pierre-Carl & Tatsiramos, Konstantinos, 2008. "Fertility and Female Employment Dynamics in Europe: The Effect of Using Alternative Econometric Modeling Assumptions," IZA Discussion Papers 3853, Institute of Labor Economics (IZA).
- Pierre-Carl Michaud & Konstantinos Tatsiramos, 2008. "Fertility and Female Employment Dynamics in Europe The Effect of Using Alternative Econometric Modeling Assumptions," Working Papers WR-643, RAND Corporation.
- Manudeep Bhuller & Christian N. Brinch & Sebastian Königs, 2017.
"Time Aggregation and State Dependence in Welfare Receipt,"
Economic Journal, Royal Economic Society, vol. 127(604), pages 1833-1873, September.
- Manudeep Bhuller & Christian N. Brinch & Sebastian Königs, 2014. "Time aggregation and state dependence in welfare receipt," Discussion Papers 771, Statistics Norway, Research Department.
- Bhuller, Manudeep & Brinch, Christian & Königs, Sebastian, 2016. "Time Aggregation and State Dependence in Welfare Receipt," IZA Discussion Papers 9785, Institute of Labor Economics (IZA).
- Victor Aguirregabiria & Jiaying Gu & Yao Luo, 2018.
"Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models,"
Papers
1805.04048, arXiv.org.
- Victor Aguirregabiria & Jiaying Gu & Yao Luo, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," Working Papers tecipa-603, University of Toronto, Department of Economics.
- Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," CEPR Discussion Papers 12930, C.E.P.R. Discussion Papers.
- Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020. "Identification and estimation in panel models with overspecified number of groups," Journal of Econometrics, Elsevier, vol. 215(2), pages 574-590.
- Picchio, Matteo & van Ours, Jan C., 2013.
"Retaining through training even for older workers,"
Economics of Education Review, Elsevier, vol. 32(C), pages 29-48.
- M. Picchio & J. C. Van Ours, 2011. "Retaining through Training Even for Older Workers," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/748, Ghent University, Faculty of Economics and Business Administration.
- Matteo PICCHIO & Jan C. van OURS, 2011. "Retaining through Training: Even for Older Workers," LIDAM Discussion Papers IRES 2011017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Picchio, Matteo & van Ours, Jan C, 2011. "Retaining through training; even for older workers," CEPR Discussion Papers 8320, C.E.P.R. Discussion Papers.
- Picchio, M. & van Ours, J.C., 2011. "Retaining through Training; Even for OlderWorkers," Discussion Paper 2011-040, Tilburg University, Center for Economic Research.
- Picchio, Matteo & van Ours, Jan C., 2011. "Retaining through Training: Even for Older Workers," IZA Discussion Papers 5591, Institute of Labor Economics (IZA).
- Picchio, M. & van Ours, J.C., 2011. "Retaining through Training; Even for OlderWorkers," Other publications TiSEM 521805b9-356e-492e-8e4b-2, Tilburg University, School of Economics and Management.
- 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.
- Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2017.
"Exponential class of dynamic binary choice panel data models with fixed effects,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 898-927, October.
- Al-Sadoon, Majid M. & Li, Tong & Pesaran, M. Hashem, 2012. "An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects," IZA Discussion Papers 7054, Institute of Labor Economics (IZA).
- Ruiqi Liu & Anton Schick & Zuofeng Shang & Yonghui Zhang & Qiankun Zhou, 2018. "Identification and estimation in panel models with overspecified number of groups," Departmental Working Papers 2018-03, Department of Economics, Louisiana State University.
- Arango Luis E. & Carlos E. Posada, 2007.
"Labor Participation of Married Women in Colombia,"
Revista Desarrollo y Sociedad, Universidad de los Andes - CEDE, October.
- Luis Eduardo Arango & Carlos Esteban Posada, 2005. "Labor Participation of Married Women in Colombia," Borradores de Economia 357, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada, 2005. "Labor Participation of Married Women in Colombia," BORRADORES DE ECONOMIA 003103, BANCO DE LA REPÚBLICA.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecm:emetrp:v:78:y:2010:i:2:p:719-733. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley Content Delivery). General contact details of provider: http://edirc.repec.org/data/essssea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.