Composite likelihood estimation of an autoregressive panel ordered probit model with random effects
Year of publication: |
2023
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Authors: | Tuzcuoglu, Kerem |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 2, p. 593-607
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Subject: | Autocorrelated discrete variables | Credit rating transition | Dynamic binary choice | Identification | Nonlinear dynamic panel data | Persistence of ratings | Probit-Modell | Probit model | Panel | Panel study | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Kreditwürdigkeit | Credit rating | Schätzung | Estimation |
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