The robustness of conditional logit for binary response panel data models with serial correlation

DOI10.1515/jem-2021-0005OpenAlexW3214241611MaRDI QIDQ2694013

Yanyan Li

Publication date: 27 March 2023

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2021-0005

zbMATH Keywords

panel dataunobserved heterogeneityconditional logit modelbinary dependent variable

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• GitHub

Cites Work

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• The incidental parameter problem since 1948
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• The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
• Consistent Estimation of Scaled Coefficients
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• Analysis of Covariance with Qualitative Data
• The Method of Simulated Scores for the Estimation of LDV Models
• Split-panel Jackknife Estimation of Fixed-effect Models
• Multiple fixed effects in binary response panel data models
• A Monte Carlo study of bias corrections for panel probit models
• Panel Binary Variables and Sufficiency: Generalizing Conditional Logit
• Consistent Estimates Based on Partially Consistent Observations
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)

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