Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
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DOI: 10.1016/j.jeconom.2012.03.004
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More about this item
Keywords
Log-linear models; Longitudinal data; Pseudo likelihood inference; Quadratic exponential distribution;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
Statistics
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