Estimating dynamic panel data discrete choice models with fixed effects

Author:

Carro Jesus M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference29 articles.

1. On asymptotic deficiency of estimators in pooled samples in the presence of nuisance parameters;Akahira;Statistics and Decisions,1982

2. Altonji, J.G., Matzkin, R.L., 2001. Panel data estimators for nonseparable models with endogenous regressors. Technical Working Paper 267, National Bureau of Economic Research.

3. The time series and cross-section asymptotics of dynamic panel data estimators;Alvarez;Econometrica,2003

4. Discrete choice with panel data;Arellano;Investigaciones Económicas,2003

5. Arellano, M., 2005. The Cox–Reid modified score: a comment. Manuscript, CEMFI, Madrid.

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