Convenient estimators for the panel probit model

DOI10.1016/S0304-4076(98)00008-6zbMath0944.62115WikidataQ127883619 ScholiaQ127883619MaRDI QIDQ1305638

Michael Lechner, Irene Bertschek

Publication date: 26 September 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

tablesGMMconditional moment restrictionsk-nearest neighbor estimationpanel probit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (5)

Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects ⋮ Multilevel and nonlinear panel data models ⋮ Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects ⋮ A Bayesian approach to model-based clustering for binary panel probit models ⋮ Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators

Cites Work

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• Efficient Instrumental Variables Estimation of Nonlinear Models
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• Analysis of Covariance with Qualitative Data
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• A Note on Error Components Models
• Maximum Likelihood Estimation of Misspecified Models

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