In this paper a practical robust simulation estimator is proposed for the dynamic panel data discrete choice models using the <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$t$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>t</mi> </math> </EquationSource> </InlineEquation> distribution. The maximum simulated likelihood estimators are obtained through a recursive algorithm formulated by Geweke–Hajivassiliou–Keane...</equationsource></equationsource></inlineequation>