Bivariate dynamic probit models for panel data

In this talk, I will discuss the main methodological features of the bivariate dynamic probit model for panel data. I will present an example using simulated data, giving special emphasis to the initial conditions problem in dynamic models and the difference between true and spurious state dependence. The model is fit by maximum simulated likelihood.

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Year of publication:	2010-06-10
Authors:	Miranda, Alfonso
Institutions:	Stata User Group

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Extent:	application/pdf
Series:	Mexican Stata Users' Group Meetings 2010.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008507996