Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects

This paper shows how to simply compute one of the estimators proposed by Honoré and Kyriazidou (2000), as well as its variance, through a reshaping of the original dataset that is then used in a weighted logistic regression with clustering.

MoreLess

Year of publication:	2012
Authors:	Aeberhardt, Romain ; Davezies, Laurent
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 115.2012, 2, p. 300-304
Publisher:	Elsevier
Subject:	Conditional logit \| State dependence \| Incidental parameters \| Markovian process

More details

Type of publication:	Article
Classification:	C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models ; J64 - Unemployment: Models, Duration, Incidence, and Job Search
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011041880