Valentina Nigro
Personal Details
First Name: | Valentina |
Middle Name: | |
Last Name: | Nigro |
Suffix: | |
RePEc Short-ID: | pni274 |
| |
Terminal Degree: | (from RePEc Genealogy) |
Affiliation
Banca d'Italia
Roma, Italyhttp://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Stefania De Mitri & Antonio De Socio & Paolo Finaldi Russo & Valentina Nigro, 2013. "Micro-enterprises in Italy: a first analysis of economic and financial conditions," Questioni di Economia e Finanza (Occasional Papers) 162, Bank of Italy, Economic Research and International Relations Area.
- Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013. "Testing for state dependence in binary panel data with individual covariates," MPRA Paper 48233, University Library of Munich, Germany.
- Antonio De Socio & Valentina Nigro, 2012. "Does corporate taxation affect cross-country firm leverage?," Temi di discussione (Economic working papers) 889, Bank of Italy, Economic Research and International Relations Area.
- Francesco Bartolucci† & Valentina Nigro, 2007. "A dynamic model for binary panel data with unobserved heterogeneity admitting a Vn-consistent conditional estimator," CEIS Research Paper 97, Tor Vergata University, CEIS.
- Francesco Bartolucci & Valentina Nigro, 2007.
"Maximum likelihood estimation of an extended latent markov model for clustered binary panel data,"
CEIS Research Paper
96, Tor Vergata University, CEIS.
- Bartolucci, Francesco & Nigro, Valentina, 2007. "Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3470-3483, April.
Articles
- Bartolucci, Francesco & Nigro, Valentina, 2012. "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
- Francesco Bartolucci & Valentina Nigro, 2010. "A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator," Econometrica, Econometric Society, vol. 78(2), pages 719-733, March.
- Bartolucci, Francesco & Nigro, Valentina, 2007.
"Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3470-3483, April.
- Francesco Bartolucci & Valentina Nigro, 2007. "Maximum likelihood estimation of an extended latent markov model for clustered binary panel data," CEIS Research Paper 96, Tor Vergata University, CEIS.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Stefania De Mitri & Antonio De Socio & Paolo Finaldi Russo & Valentina Nigro, 2013.
"Micro-enterprises in Italy: a first analysis of economic and financial conditions,"
Questioni di Economia e Finanza (Occasional Papers)
162, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Emilia Bonaccorsi di Patti & Valentina Nigro, 2018. "The financial structure of Italian start-ups, in good and bad times," Questioni di Economia e Finanza (Occasional Papers) 449, Bank of Italy, Economic Research and International Relations Area.
- Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013.
"Testing for state dependence in binary panel data with individual covariates,"
MPRA Paper
48233, University Library of Munich, Germany.
Cited by:
- Franco Peracchi & Claudio Rossetti, 2019.
"A Nonlinear Dynamic Factor Model of Health and Medical Treatment,"
CSEF Working Papers
524, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Franco Peracchi & Claudio Rossetti, 2022. "A nonlinear dynamic factor model of health and medical treatment," Health Economics, John Wiley & Sons, Ltd., vol. 31(6), pages 1046-1066, June.
- Franco Peracchi & Claudio Rossetti, 2019. "A nonlinear dynamic factor model of health and medical treatment," EIEF Working Papers Series 1901, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2019.
- Bartolucci, Francesco & Pigini, Claudia, 2017.
"cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models,"
Journal of Statistical Software, 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.
- 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).
- Riccardo Lucchetti & Claudia Pigini, 2015. "DPB: Dynamic Panel Binary data models in Gretl," gretl working papers 1, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, revised 24 Apr 2015.
- Franco Peracchi & Claudio Rossetti, 2019.
"A Nonlinear Dynamic Factor Model of Health and Medical Treatment,"
CSEF Working Papers
524, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Antonio De Socio & Valentina Nigro, 2012.
"Does corporate taxation affect cross-country firm leverage?,"
Temi di discussione (Economic working papers)
889, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Antonio De Socio & Paolo Finaldi Russo, 2016. "The debt of Italian non-financial firms: an international comparison," Questioni di Economia e Finanza (Occasional Papers) 308, Bank of Italy, Economic Research and International Relations Area.
- Matteo Bugamelli & Francesca Lotti & Monica Amici & Emanuela Ciapanna & Fabrizio Colonna & Francesco D�Amuri & Silvia Giacomelli & Andrea Linarello & Francesco Manaresi & Giuliana Palumbo & Filippo , 2018. "Productivity growth in Italy: a tale of a slow-motion change," Questioni di Economia e Finanza (Occasional Papers) 422, Bank of Italy, Economic Research and International Relations Area.
- Francesco Bartolucci† & Valentina Nigro, 2007.
"A dynamic model for binary panel data with unobserved heterogeneity admitting a Vn-consistent conditional estimator,"
CEIS Research Paper
97, Tor Vergata University, CEIS.
Cited by:
- Sven Schreiber & Miriam Beblo, 2016.
"Leisure and Housing Consumption after Retirement: New Evidence on the Life-Cycle Hypothesis,"
SOEPpapers on Multidisciplinary Panel Data Research
849, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Schreiber, Sven & Beblo, Miriam, 2016. "Leisure and housing consumption after retirement: New evidence on the life-cycle hypothesis," Discussion Papers 2016/8, Free University Berlin, School of Business & Economics.
- Schreiber, Sven & Beblo, Miriam, 2016. "Leisure and Housing Consumption after Retirement: New Evidence on the Life-Cycle Hypothesis," VfS Annual Conference 2016 (Augsburg): Demographic Change 145924, Verein für Socialpolitik / German Economic Association.
- Miriam Beblo & Sven Schreiber, 2022. "Leisure and housing consumption after retirement: new evidence on the life-cycle hypothesis," Review of Economics of the Household, Springer, vol. 20(1), pages 305-330, March.
- Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013. "Testing for state dependence in binary panel data with individual covariates," MPRA Paper 48233, University Library of Munich, Germany.
- Sven Schreiber & Miriam Beblo, 2016.
"Leisure and Housing Consumption after Retirement: New Evidence on the Life-Cycle Hypothesis,"
SOEPpapers on Multidisciplinary Panel Data Research
849, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Francesco Bartolucci & Valentina Nigro, 2007.
"Maximum likelihood estimation of an extended latent markov model for clustered binary panel data,"
CEIS Research Paper
96, Tor Vergata University, CEIS.
- Bartolucci, Francesco & Nigro, Valentina, 2007. "Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3470-3483, April.
Cited by:
- Bartolucci, Francesco & Farcomeni, Alessio, 2009. "A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 816-831.
- Bartolucci, Francesco & Montanari, Giorgio E. & Pandolfi, Silvia, 2015. "Three-step estimation of latent Markov models with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 287-301.
- Bartolucci, Francesco & Lupparelli, Monia, 2012. "Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data," MPRA Paper 40588, University Library of Munich, Germany.
Articles
- Bartolucci, Francesco & Nigro, Valentina, 2012.
"Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data,"
Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
Cited by:
- Miriam Koning & Gerard Mertens & Peter Roosenboom, 2018. "Drivers of institutional change around the world: The case of IFRS," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 49(3), pages 249-271, April.
- Pauline Givord & Lionel Wilner, 2015.
"When Does the Stepping‐Stone Work? Fixed‐Term Contracts Versus Temporary Agency Work in Changing Economic Conditions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 787-805, August.
- Pauline GIVORD & Lionel WILNER, 2009. "Fixed-Term Contracts, Incentives and Effort," Working Papers 2009-15, Center for Research in Economics and Statistics.
- Manuel Arellano & Stéphane Bonhomme, 2016.
"Nonlinear panel data methods for dynamic heterogeneous agent models,"
CeMMAP working papers
CWP51/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers 51/16, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2016_1607, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2017_1703, CEMFI.
- F. Bartolucci & R. Bellio & A. Salvan & N. Sartori, 2016. "Modified Profile Likelihood for Fixed-Effects Panel Data Models," Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1271-1289, August.
- Bartolucci, Francesco & Pigini, Claudia, 2017.
"cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models,"
Journal of Statistical Software, 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.
- Francesco Bartolucci & Francesco Valentini & Claudia Pigini, 2023. "Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 529-557, February.
- Miranda, Alfonso & Trivedi, Pravin K., 2020.
"Econometric Models of Fertility,"
GLO Discussion Paper Series
574, Global Labor Organization (GLO).
- Miranda, Alfonso & Trivedi, Pravin K., 2020. "Econometric Models of Fertility," IZA Discussion Papers 13357, Institute of Labor Economics (IZA).
- 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).
- Riccardo Lucchetti & Claudia Pigini, 2015. "DPB: Dynamic Panel Binary data models in Gretl," gretl working papers 1, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, revised 24 Apr 2015.
- Bartolucci, Francesco & Pigini, Claudia, 2019.
"Partial effects estimation for fixed-effects logit panel data models,"
MPRA Paper
92243, University Library of Munich, Germany.
- Francesco Bartolucci & Claudia Pigini, 2018. "Partial effects estimation for fixed-effects logit panel data models," Working Papers 431, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Carlos Fernández-Loría & Maxime C. Cohen & Anindya Ghose, 2023. "Evolution of Referrals over Customers’ Life Cycle: Evidence from a Ride-Sharing Platform," Information Systems Research, INFORMS, vol. 34(2), pages 698-720, June.
- Yoshitsugu Kitazawa, 2017. "DFEL-RTN, a set of TSP programs for root-N consistent estimations of dynamic fixed effects logit models," Discussion Papers 81, Kyushu Sangyo University, Faculty of Economics.
- Francesco Bartolucci & Valentina Nigro & Claudia Pigini, 2018. "Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 61-88, January.
- Lionel WILNER, 2019.
"The Dynamics of Individual Happiness,"
Working Papers
2019-18, Center for Research in Economics and Statistics.
- L. Wilner, 2020. "The persistence of subjective wellbeing: permanent happiness, transitory misery?," Documents de Travail de l'Insee - INSEE Working Papers g2020-08, Institut National de la Statistique et des Etudes Economiques.
- Wilner, Lionel & Perona, Mathieu, 2022. "Malheur éphémère, bonheur durable," Notes de l'Observatoire du bien-être 2208, CEPREMAP.
- Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2023.
"Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models,"
Empirical Economics, Springer, vol. 64(5), pages 2257-2290, May.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," MPRA Paper 110031, University Library of Munich, Germany.
- Al-Sadoon, Majid M. & Li, Tong & Pesaran, M. Hashem, 2012.
"An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects,"
IZA Discussion Papers
7054, Institute of Labor Economics (IZA).
- Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2017. "Exponential class of dynamic binary choice panel data models with fixed effects," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 898-927, October.
- Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2012. "An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects," CESifo Working Paper Series 4033, CESifo.
- Pigini, Claudia & Bartolucci, Francesco, 2022. "Conditional inference for binary panel data models with predetermined covariates," Econometrics and Statistics, Elsevier, vol. 23(C), pages 83-104.
- Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013. "Testing for state dependence in binary panel data with individual covariates," MPRA Paper 48233, University Library of Munich, Germany.
- Lee Myoung-jae, 2015. "Panel conditional and multinomial logit with time-varying parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 317-337, June.
- Bartolucci, Francesco & Pigini, Claudia, 2017.
"Granger causality in dynamic binary short panel data models,"
MPRA Paper
77486, University Library of Munich, Germany.
- Francesco Bartolucci & Claudia Pigini, 2017. "Granger causality in dynamic binary short panel data models," Working Papers 421, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Brown, Sarah & Ghosh, Pulak & Taylor, Karl, 2014. "The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 285-298.
- Yoshitsugu Kitazawa, 2013. "Exploration of dynamic fixed effects logit models from a traditional angle," Discussion Papers 60, Kyushu Sangyo University, Faculty of Economics.
- Hugo Kruiniger, 2021. "Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects," Papers 2103.04973, arXiv.org, revised Apr 2021.
- Francesco Bartolucci & Valentina Nigro, 2010.
"A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator,"
Econometrica, Econometric Society, vol. 78(2), pages 719-733, March.
Cited by:
- Anders Skrondal & Sophia Rabe-Hesketh, 2014. "Handling initial conditions and endogenous covariates in dynamic/transition models for binary data with unobserved heterogeneity," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(2), pages 211-237, February.
- Soyoon Weon & David W. Rothwell, 2020. "Dynamics of Asset Poverty in South Korea," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 150(2), pages 639-657, July.
- Franco Peracchi & Claudio Rossetti, 2019.
"A Nonlinear Dynamic Factor Model of Health and Medical Treatment,"
CSEF Working Papers
524, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Franco Peracchi & Claudio Rossetti, 2022. "A nonlinear dynamic factor model of health and medical treatment," Health Economics, John Wiley & Sons, Ltd., vol. 31(6), pages 1046-1066, June.
- Franco Peracchi & Claudio Rossetti, 2019. "A nonlinear dynamic factor model of health and medical treatment," EIEF Working Papers Series 1901, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2019.
- French, Declan, 2023. "Exploring household financial strain dynamics," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised May 2024.
- Bartolucci, Francesco & Nigro, Valentina, 2012. "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
- Pauline Givord & Lionel Wilner, 2015.
"When Does the Stepping‐Stone Work? Fixed‐Term Contracts Versus Temporary Agency Work in Changing Economic Conditions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 787-805, August.
- Pauline GIVORD & Lionel WILNER, 2009. "Fixed-Term Contracts, Incentives and Effort," Working Papers 2009-15, Center for Research in Economics and Statistics.
- cyrine hannafi & Christophe Muller, 2016. "The Poverty-Economic Growth-Health Triangle," EcoMod2016 9587, EcoMod.
- Manuel Arellano & Stéphane Bonhomme, 2016.
"Nonlinear panel data methods for dynamic heterogeneous agent models,"
CeMMAP working papers
CWP51/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers 51/16, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2016_1607, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2017_1703, CEMFI.
- Roy-Chowdhury, V., 2022. "Self-Confidence and Motivated Memory Loss: Evidence from Schools," Cambridge Working Papers in Economics 2213, Faculty of Economics, University of Cambridge.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2022.
"Testing for state dependence in the fixed-effects ordered logit model,"
MPRA Paper
113890, University Library of Munich, Germany.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2023. "Testing for state dependence in the fixed-effects ordered logit model," Economics Letters, Elsevier, vol. 222(C).
- Mohammad Arshad Rahman & Angela Vossmeyer, 2019.
"Estimation and Applications of Quantile Regression for Binary Longitudinal Data,"
Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 157-191,
Emerald Group Publishing Limited.
- Mohammad Arshad Rahman & Angela Vossmeyer, 2019. "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Papers 1909.05560, arXiv.org.
- Gao, Wei & Bergsma, Wicher & Yao, Qiwei, 2017.
"Estimation for dynamic and static panel probit models with large individual effects,"
LSE Research Online Documents on Economics
65165, London School of Economics and Political Science, LSE Library.
- Tata Subba Rao & Granville Tunnicliffe Wilson & Wei Gao & Wicher Bergsma & Qiwei Yao, 2017. "Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 266-284, March.
- Sven Schreiber & Miriam Beblo, 2016.
"Leisure and Housing Consumption after Retirement: New Evidence on the Life-Cycle Hypothesis,"
SOEPpapers on Multidisciplinary Panel Data Research
849, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Schreiber, Sven & Beblo, Miriam, 2016. "Leisure and housing consumption after retirement: New evidence on the life-cycle hypothesis," Discussion Papers 2016/8, Free University Berlin, School of Business & Economics.
- Schreiber, Sven & Beblo, Miriam, 2016. "Leisure and Housing Consumption after Retirement: New Evidence on the Life-Cycle Hypothesis," VfS Annual Conference 2016 (Augsburg): Demographic Change 145924, Verein für Socialpolitik / German Economic Association.
- Miriam Beblo & Sven Schreiber, 2022. "Leisure and housing consumption after retirement: new evidence on the life-cycle hypothesis," Review of Economics of the Household, Springer, vol. 20(1), pages 305-330, March.
- Bartolucci, Francesco & Pigini, Claudia, 2017.
"cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models,"
Journal of Statistical Software, 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.
- Francesco Bartolucci & Francesco Valentini & Claudia Pigini, 2023. "Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 529-557, February.
- Giulia Bettin & Riccardo Lucchetti, 2016.
"Steady streams and sudden bursts: persistence patterns in remittance decisions,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(1), pages 263-292, January.
- Giulia Bettin & Riccardo Lucchetti, 2016. "Steady streams and sudden bursts: persistence patterns in remittance decisions," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(1), pages 263-292, January.
- Giulia Bettin & Riccardo Lucchetti, 2014. "Steady streams and sudden bursts: persistence patterns in remittance decisions," Mo.Fi.R. Working Papers 97, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Miranda, Alfonso & Trivedi, Pravin K., 2020.
"Econometric Models of Fertility,"
GLO Discussion Paper Series
574, Global Labor Organization (GLO).
- Miranda, Alfonso & Trivedi, Pravin K., 2020. "Econometric Models of Fertility," IZA Discussion Papers 13357, Institute of Labor Economics (IZA).
- Christopher R. Dobronyi & Fu Ouyang & Thomas Tao Yang, 2023. "Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables," Papers 2301.09379, arXiv.org, revised Aug 2024.
- 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).
- Riccardo Lucchetti & Claudia Pigini, 2015. "DPB: Dynamic Panel Binary data models in Gretl," gretl working papers 1, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, revised 24 Apr 2015.
- Bartolucci, Francesco & Pigini, Claudia, 2019.
"Partial effects estimation for fixed-effects logit panel data models,"
MPRA Paper
92243, University Library of Munich, Germany.
- Francesco Bartolucci & Claudia Pigini, 2018. "Partial effects estimation for fixed-effects logit panel data models," Working Papers 431, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021.
"Predicting Individual Effects in Fixed Effects Panel Probit Models,"
SoDa Laboratories Working Paper Series
2021-05, Monash University, SoDa Laboratories.
- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021. "Predicting individual effects in fixed effects panel probit models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 1109-1145, July.
- Francesco Bartolucci & Valentina Nigro & Claudia Pigini, 2018. "Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 61-88, January.
- Lionel WILNER, 2019.
"The Dynamics of Individual Happiness,"
Working Papers
2019-18, Center for Research in Economics and Statistics.
- L. Wilner, 2020. "The persistence of subjective wellbeing: permanent happiness, transitory misery?," Documents de Travail de l'Insee - INSEE Working Papers g2020-08, Institut National de la Statistique et des Etudes Economiques.
- Wilner, Lionel & Perona, Mathieu, 2022. "Malheur éphémère, bonheur durable," Notes de l'Observatoire du bien-être 2208, CEPREMAP.
- Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2023.
"Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models,"
Empirical Economics, Springer, vol. 64(5), pages 2257-2290, May.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," MPRA Paper 110031, University Library of Munich, Germany.
- Al-Sadoon, Majid M. & Li, Tong & Pesaran, M. Hashem, 2012.
"An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects,"
IZA Discussion Papers
7054, Institute of Labor Economics (IZA).
- Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2017. "Exponential class of dynamic binary choice panel data models with fixed effects," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 898-927, October.
- Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2012. "An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects," CESifo Working Paper Series 4033, CESifo.
- Konstantin A. Kholodilin & Claus Michelsen, 2019.
"Zehn Jahre nach dem großen Knall: wie ist es um die Stabilität der internationalen Immobilienmärkte bestellt? [Ten years after a Big Bang: How stable are the international housing markets?],"
Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 5(1), pages 67-87, November.
- Kholodilin, Konstantin A. & Michelsen, Claus, 2019. "Zehn Jahre nach dem großen Knall: wie ist es um die Stabilität der internationalen Immobilienmärkte bestellt?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 5(1), pages 67-87.
- Fu Ouyang & Thomas Tao Yang, 2022. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Papers 2202.12062, arXiv.org, revised Feb 2024.
- Pigini, Claudia & Bartolucci, Francesco, 2022. "Conditional inference for binary panel data models with predetermined covariates," Econometrics and Statistics, Elsevier, vol. 23(C), pages 83-104.
- Minjeong Jeon & Sophia Rabe-Hesketh, 2016. "An autoregressive growth model for longitudinal item analysis," Psychometrika, Springer;The Psychometric Society, vol. 81(3), pages 830-850, September.
- Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013. "Testing for state dependence in binary panel data with individual covariates," MPRA Paper 48233, University Library of Munich, Germany.
- Sun-Joo Cho & Sarah Brown-Schmidt & Paul De Boeck & Jianhong Shen, 2020. "Modeling Intensive Polytomous Time-Series Eye-Tracking Data: A Dynamic Tree-Based Item Response Model," Psychometrika, Springer;The Psychometric Society, vol. 85(1), pages 154-184, March.
- Pigini, Claudia & Presbitero, Andrea F. & Zazzaro, Alberto, 2016.
"State dependence in access to credit,"
Journal of Financial Stability, Elsevier, vol. 27(C), pages 17-34.
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- Li, Wenhua & Adachi, Tsuyoshi, 2017. "Quantitative estimation of resource nationalism by binary choice logit model for panel data," Resources Policy, Elsevier, vol. 53(C), pages 247-258.
- Lee Myoung-jae, 2015. "Panel conditional and multinomial logit with time-varying parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 317-337, June.
- Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Dec 2023.
- 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.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," ANU Working Papers in Economics and Econometrics 2020-671, Australian National University, College of Business and Economics, School of Economics.
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- Bo E. Honoré & Martin Weidner, 2021. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Working Papers 2021-79, Princeton University. Economics Department..
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series 626, School of Economics, University of Queensland, Australia.
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MPRA Paper
77486, University Library of Munich, Germany.
- Francesco Bartolucci & Claudia Pigini, 2017. "Granger causality in dynamic binary short panel data models," Working Papers 421, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Bo E. Honoré & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," CeMMAP working papers CWP38/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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See citations under working paper version above.
- Francesco Bartolucci & Valentina Nigro, 2007. "Maximum likelihood estimation of an extended latent markov model for clustered binary panel data," CEIS Research Paper 96, Tor Vergata University, CEIS.
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (3) 2007-07-13 2007-07-13 2013-07-20
- NEP-ACC: Accounting and Auditing (2) 2012-12-22 2013-05-05
- NEP-DCM: Discrete Choice Models (2) 2007-07-13 2013-07-20
- NEP-CFN: Corporate Finance (1) 2012-12-22
- NEP-CSE: Economics of Strategic Management (1) 2012-12-22
- NEP-CWA: Central and Western Asia (1) 2013-05-05
- NEP-EEC: European Economics (1) 2012-12-22
- NEP-ENT: Entrepreneurship (1) 2013-05-05
- NEP-EUR: Microeconomic European Issues (1) 2012-12-22
- NEP-PBE: Public Economics (1) 2012-12-22
- NEP-SBM: Small Business Management (1) 2013-05-05
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