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DPB: Dynamic Panel Binary data models in Gretl

Listed author(s):
  • Riccardo Lucchetti

    ()

    (Universita' Politecnica delle Marche, Dipartimento di Scienze economiche e sociali)

  • Claudia Pigini

    ()

    (Universita' Politecnica delle Marche, Dipartimento di Scienze economiche e sociali)

This paper presents the Gretl function package DPB for estimating dynamic binary models with panel data. The package contains routines for the estimation of the random-effects dynamic probit model proposed by Heckman (1981b) and its generalisation by Hyslop (1999) and Keane and Sauer (2009) to accommodate AR(1) disturbances. The fixed-effects estimator by Bartolucci and Nigro (2010) is also implemented. DPB is available on the Gretl function packages archive.

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File URL: http://docs.dises.univpm.it/web/quaderni/pdfgretl/gretl001.pdf
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Paper provided by Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali in its series gretl working papers with number 1.

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Length: 32
Date of creation: 24 Apr 2015
Date of revision: 24 Apr 2015
Handle: RePEc:anc:wgretl:1
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Web page: http://www.dises.univpm.it/

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