A hyperbolic transformation for a fixed effects logit model

In this paper, a simple transformation is proposed for the fixed effects logit model, using which some valid moment conditions including the first-order condition for one of the conditional MLE proposed by Chamberlain (1980) can be generated. Some Monte Carlo experiments are carried out for the GMM estimator based on the transformation.

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Year of publication:	2010-06
Authors:	Kitazawa, Yoshitsugu
Institutions:	Faculty of Economics, Kyushu Sangyo University
Subject:	fixed effects logit \| conditional logit estimator \| hyperbolic transformation \| moment conditions \| GMM \| Monte Carlo experiments

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Extent:	application/pdf
Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 43 9 pages
Classification:	C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008530650