DPB: Dynamic Panel Binary data models in Gretl

This paper presents the Gretl function package DPB for estimating dynamic binary models with panel data. The package contains routines for the estimation of the random-effects dynamic probit model proposed by Heckman (1981b) and its generalisation by Hyslop (1999) and Keane and Sauer (2009) to accommodate AR(1) disturbances. The fixed-effects estimator by Bartolucci and Nigro (2010) is also implemented. DPB is available on the Gretl function packages archive.

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Year of publication:	2015-04-24
Authors:	Lucchetti, Riccardo (Jack) ; Pigini, Claudia
Institutions:	Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
Subject:	Gretl function package \| Random-Effects Dynamic Probit model \| Quadratic Exponential model \| Gauss-Hermite quadrature \| simulated Maximum Likelihood \| Conditional Maximum Likelihood

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Extent:	application/pdf
Series:	gretl working papers.
Type of publication:	Book / Working Paper
Notes:	Number 1 3 pages long
Classification:	C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models ; C63 - Computational Techniques
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011268667