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A Proposed Estimator for Dynamic Probit Models

Author

Listed:
  • Gao, Wei
  • Yao, Qiwei
  • Bergsman, Wicher

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.

Suggested Citation

  • Gao, Wei & Yao, Qiwei & Bergsman, Wicher, 2013. "A Proposed Estimator for Dynamic Probit Models," MPRA Paper 48336, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:48336
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    File URL: https://mpra.ub.uni-muenchen.de/48336/1/MPRA_paper_48336.pdf
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    More about this item

    Keywords

    Dynamic and static probit models; Panel data; Generalized Linear models;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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