DPB: Dynamic Panel Binary data models in Gretl
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- Lucchetti, Riccardo & Pigini, Claudia, 2017. "DPB: Dynamic Panel Binary Data Models in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i08).
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Cited by:
- repec:jss:jstsof:v:078:i07 is not listed on IDEAS
- Elena Giarda & Gloria Moroni, 2018.
"The Degree of Poverty Persistence and the Role of Regional Disparities in Italy in Comparison with France, Spain and the UK,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement,
Springer, vol. 136(1), pages 163-202, February.
- Elena Giarda & Gloria Moroni, 2015. "‘It’s a trap!’ The degree of poverty persistence in Italy and Europe," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0055, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Riccardo Lucchetti & Claudia Pigini, 2018. "Dynamic panel probit: finite-sample performance of alternative random-effects estimators," Working Papers 426, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Bartolucci, Francesco & Pigini, Claudia, 2017.
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Foundation for Open Access Statistics, vol. 78(i07).
- Bartolucci, Francesco & Pigini, Claudia, 2015. "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," MPRA Paper 67030, University Library of Munich, Germany.
- repec:eee:jbfina:v:93:y:2018:i:c:p:213-229 is not listed on IDEAS
More about this item
Keywords
Gretl function package; Random-Effects Dynamic Probit model; Quadratic Exponential model; Gauss-Hermite quadrature; simulated Maximum Likelihood; Conditional Maximum Likelihood;JEL classification:
- 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
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2015-05-09 (All new papers)
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