Lucchetti, Riccardo (Jack); Pigini, Claudia - Dipartimento di Scienze Economiche e Sociali, Facoltà … - 2015
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...
