Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects

DOI10.1016/J.ECONLET.2011.12.061zbMath1243.62105OpenAlexW2002449872MaRDI QIDQ433202

Laurent Davezies, Romain Aeberhardt

Publication date: 13 July 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://crest.science/RePEc/wpstorage/2011-08.pdf

zbMATH Keywords

incidental parametersstate dependenceconditional logitMarkovian process

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

Cites Work

• On the Variances of Asymptotically Normal Estimators from Complex Surveys
• Panel Data Discrete Choice Models with Lagged Dependent Variables

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