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  • Search: subject:"Strictly exogenous continuous explanatory variables"
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Year of publication
Subject
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Dynamic fixed effects logit models 1 Estimation theory 1 Logit model 1 Logit-Modell 1 Method of moments 1 Moment conditions 1 Momentenmethode 1 Monte Carlo experiments 1 Schätztheorie 1 Strictly exogenous continuous explanatory variables 1 Time dummies 1 dynamic fixed effects logit models 1 moment conditions 1 root-N consistent estimators 1 stationarity 1 strictly exogenous continuous explanatory variables 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Kitazawa, Yoshitsugu 2
Institution
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Faculty of Economics, Kyushu Sangyo University 1
Published in...
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Discussion Papers / Faculty of Economics, Kyushu Sangyo University 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Transformations and moment conditions for dynamic fixed effects logit models
Kitazawa, Yoshitsugu - In: Journal of econometrics 229 (2022) 2, pp. 350-362
Persistent link: https://www.econbiz.de/10013441887
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Exploration of dynamic fixed effects logit models from a traditional angle
Kitazawa, Yoshitsugu - Faculty of Economics, Kyushu Sangyo University - 2013
for the dynamic fixed effects logit model with strictly exogenous continuous explanatory variables, the estimators can be … exogenous continuous explanatory variables, when the number of time periods is greater than or equal to four. This implies that … Chamberlain (1985). Next, the valid moment conditions are constructed by using the transformations for the case with strictly …
Persistent link: https://www.econbiz.de/10010643254
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