Binary response models for heterogeneous panel data with interactive fixed effects

DOI10.1016/j.jeconom.2023.01.009arXiv2012.03182OpenAlexW3111229831MaRDI QIDQ6108322

Bin Peng, Yayi Yan, Fei Liu, J. T. Gao

Publication date: 29 June 2023

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

Full work available at URL: https://arxiv.org/abs/2012.03182

zbMATH Keywords

portfolio analysisbinary responseinteractive fixed effectsheterogeneous panel

Mathematics Subject Classification ID

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

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