Transformations and moment conditions for dynamic fixed effects logit models

DOI10.1016/j.jeconom.2021.01.007OpenAlexW3136088866MaRDI QIDQ2155300

Yoshitsugu Kitazawa

Publication date: 15 July 2022

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.01.007

zbMATH Keywords

moment conditionsdynamic fixed effects logit modelsstrictly exogenous continuous explanatory variablestime dummies

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

A control function approach to estimate panel data binary response model ⋮ Fixed‐effects binary choice models with three or more periods

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