Estimation for dynamic and static panel probit models with large individual effects
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- 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.
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More about this item
Keywords
Dynamic probit regression; generalized linear models; panel data; probit models; static probit regression;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2017-01-29 (Discrete Choice Models)
- NEP-ECM-2017-01-29 (Econometrics)
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