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

Author

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  • Yoshitsugu Kitazawa

    (Faculty of Economics, Kyushu Sangyo University)

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," Discussion Papers 87, Kyushu Sangyo University, Faculty of Economics.
    • Handle: RePEc:kyu:dpaper:87
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    File URL: https://www.kyusan-u.ac.jp/keizai-kiyo/dp87.pdf
    File Function: First version, 2026
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    More about this item

    Keywords

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    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
    • C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation

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