We consider estimation of a functional-coefficient panel data model. This model is useful for modelling time varying and cross-sectionally heterogeneous relationships between economic variables. We allow for arbitrary serial correlation and heteroskedasticity in the model. When the number of...

We propose in this article a Composite Logistic Regression (CLR) approach for ordinal panel data regression. The new method transforms the original ordinal regression problem into a number of binary ones. Thereafter, the method of conditional logistic regression (Chamberlain, 1984; Wooldridge, 2001;...