Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data-Reference-Cited by-同舟云学术

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Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data

Published:2012-09 Issue:1 Volume:170 Page:102-116
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Bartolucci Francesco,Nigro Valentina

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference39 articles.

1. Categorical Data Analysis;Agresti,2002

2. Information theory and an extension of the maximum likelihood principle;Akaike,1973

3. Asymptotic properties of conditional maximum-likelihood estimators;Andersen;Journal of Royal Statistical Society, B,1970

4. The numerical solution of a set of conditional estimation equations;Andersen;Journal of the Royal Statistical Society, B,1972

5. Baetschmann, G., Staub, K.E., Winkelmann, R., 2011. Consistent estimation of the fixed effects ordered logit model. IZA Discussion paper, 5443.

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