We propose a multiple-step procedure to compute average partial effects (APEs) for fixed-effects panel logit models estimated by Conditional Maximum Likelihood (CML). As individual effects are eliminated by conditioning on suitable sufficient statistics, we propose evaluating the APEs at the ML...

We propose a multiple step procedure to estimate Average Partial Effects (APE) in fixed-effects panel logit models. Because the incidental parameters problem plagues the APEs via both the inconsistent estimates of the slope and individual parameters, we reduce the bias by evaluating the APEs at...

We propose a multiple step procedure to estimate Average Partial Effects (APE) in fixed-effects panel logit models. Because the incidental parameters problem plagues the APEs via both the inconsistent estimates of the slope and individual parameters, we reduce the bias by evaluating the APEs at...

We propose a test for state dependence in the fixed-effects ordered logit model, based on the combination of the Quadratic Exponential model with the popular Blow-Up and Cluster procedure, used to estimate the fixed-effects ordered logit model. The test exhibits satisfactory size and power...

We propose a bootstrap generalized Hausman test for the correct specification of unobserved heterogeneity in fixed-effects panel data models. We consider as null hypotheses two scenarios in which the unobserved heterogeneity is either time-invariant or specified as additive individual and time...

We propose a test for state dependence in binary panel data under the dynamic logit model with individual covariates. For this aim, we rely on a quadratic exponential model in which the association between the response variables is accounted for in a different way with respect to more standard...

In this paper, we analyze the higher education choices of Italian secondary school leavers by addressing the roles of university quality, costs and geographical distance to the institution as well as the relationship between students’ choices and their personal and household’s attributes,...

The considerable increase of non-standard labor contracts, unemployment and inactivity rates raises the question of whether job insecurity and the lack of job opportunities affect physical and mental well-being differently from being employed with an open-ended contract. In this paper we offer...

We propose a finite mixture latent trajectory model to study the behavior of firms in terms of open-ended employment contracts that are activated and terminated during a certain period. The model is based on the assumption that the population of firms is composed by unobservable clusters (or...

An alternative to using normally distributed random effects in modeling clustered binary and ordered responses is based on using a finite-mixture. This approach gives rise to a flexible class of generalized linear mixed models for item responses, multilevel data, and longitudinal data. A test of...