Granger causality in dynamic binary short panel data models
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- Bartolucci, Francesco & Pigini, Claudia, 2017. "Granger causality in dynamic binary short panel data models," MPRA Paper 77486, University Library of Munich, Germany.
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More about this item
Keywords
binary panel data; fixed effects; feedback effects; pseudo-conditional inference;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2017-05-07 (Discrete Choice Models)
- NEP-ETS-2017-05-07 (Econometric Time Series)
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