Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects

DOI10.1081/ETC-120017972zbMath1098.62519OpenAlexW3123988835MaRDI QIDQ4797687

Michael Lechner, François Laisney

Publication date: 6 March 2003

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/etc-120017972

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects, The role of conditional likelihoods in latent variable modeling

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