Add to ORKGWe propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel probit models with fixed effects for the case of small T and large N. The moments used are derived for each period from a first order approximation of the mean of the dependent variable conditional on explanatory variables and on the fixed effect. The estimators differ w.r.t. the choice of instruments and whether they use trimming to reduce the bias or not. In a Monte Carlo study we compare these estimators with pooled probit and conditional logit estimators for different DGPs. The results show that the proposed estimators outperform these competitors in several situations
In this paper, new estimating methods proposed for dynamic and static probit models with panel data....
We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) n...
AbstractWe derive fixed effects estimators of parameters and average partial effects in (possibly dy...
We propose four different GMM estimators that allow almost consistent estimation of the structural p...
We propose four different GMM estimators that allow almost consistent estimation of the structural p...
The paper shows that several estimators for the panel probit model suggested in the literature belon...
Bertschek and Lechner (1998) propose several variants of a GMM estimator based on the period specifi...
We present a method to estimate and predict fixed effects in a panel probit model when N is large an...
This paper compares generalized method of moments (GMM) and simulated maximum likelihood (SML) appro...
Fixed effects estimators of nonlinear panel models can be severely biased due to the incidental para...
For discrete panel data, the dynamic relationship between successive observations is often of intere...
Estimation of random-effects dynamic probit models for panel data entailsthe so-called “initial cond...
In this article, we present the user-written commands probitfe and logitfe, which fit probit and log...
We examine bias corrections which have been proposed for the fixed effects panel probit model with e...
The nonlinear fixed effects models in econometrics has often been avoided for two reasons one practi...
In this paper, new estimating methods proposed for dynamic and static probit models with panel data....
We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) n...
AbstractWe derive fixed effects estimators of parameters and average partial effects in (possibly dy...
We propose four different GMM estimators that allow almost consistent estimation of the structural p...
We propose four different GMM estimators that allow almost consistent estimation of the structural p...
The paper shows that several estimators for the panel probit model suggested in the literature belon...
Bertschek and Lechner (1998) propose several variants of a GMM estimator based on the period specifi...
We present a method to estimate and predict fixed effects in a panel probit model when N is large an...
This paper compares generalized method of moments (GMM) and simulated maximum likelihood (SML) appro...
Fixed effects estimators of nonlinear panel models can be severely biased due to the incidental para...
For discrete panel data, the dynamic relationship between successive observations is often of intere...
Estimation of random-effects dynamic probit models for panel data entailsthe so-called “initial cond...
In this article, we present the user-written commands probitfe and logitfe, which fit probit and log...
We examine bias corrections which have been proposed for the fixed effects panel probit model with e...
The nonlinear fixed effects models in econometrics has often been avoided for two reasons one practi...
In this paper, new estimating methods proposed for dynamic and static probit models with panel data....
We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) n...
AbstractWe derive fixed effects estimators of parameters and average partial effects in (possibly dy...