Gao, Wei and Yao, Qiwei and Bergsman, Wicher (2013): A Proposed Estimator for Dynamic Probit Models.
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Abstract
In this paper, new estimating methods proposed for dynamic and static probit models with panel data. Simulation studies show that the proposed estimators work relatively well.
Item Type: | MPRA Paper |
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Original Title: | A Proposed Estimator for Dynamic Probit Models |
English Title: | Proposed Estimators for Dynamic and Static Probit Models with Panel Data |
Language: | English |
Keywords: | Dynamic and static probit models; Panel data; Generalized Linear models |
Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General |
Item ID: | 48336 |
Depositing User: | Dr Wei Gao |
Date Deposited: | 16 Jul 2013 04:32 |
Last Modified: | 04 Oct 2019 16:22 |
References: | Heckman, J.(1978) Simple statistical models for discrete panel data developed and applied to test the hypothesis of true state dependence against the hypothesis of spurious state dependence. Annales de l'lNSEE 30/31, 227-269.--The incidental parameters problem and the problem of initial conditions in estimating a discrete time-discrete data stochastic process. Structural Analysis of Discrete Data with Econometric Applications, ed by C. F. Manski and D. McFadden, p179-195. Cambridge, MA: MIT Press. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/48336 |