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Linear estimations of dynamic fixed effects logit models only with time effects

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  • Yoshitsugu Kitazawa

Abstract

This paper proposes linear estimation methods for dynamic fixed effects logit models only with time effects (i.e., those only with time dummies and only with time trends). The linear estimators point-identify transformations of parameters of interest for the models if five or more time periods are provided and then point-identify the parameters of interest. What it boils down to is that root-N consistent estimations are attainable for these models. Monte Carlo results corroborate this conclusion.

Suggested Citation

  • Yoshitsugu Kitazawa, 2026. "Linear estimations of dynamic fixed effects logit models only with time effects," Papers 2604.24150, arXiv.org.
    • Handle: RePEc:arx:papers:2604.24150
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    File URL: http://arxiv.org/pdf/2604.24150
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