Bivariate dynamic probit models for panel data
In this talk, I will discuss the main methodological features of the bivariate dynamic probit model for panel data. I will present an example using simulated data, giving special emphasis to the initial conditions problem in dynamic models and the difference between true and spurious state dependence. The model is fit by maximum simulated likelihood.
Year of publication: |
2010-06-10
|
---|---|
Authors: | Miranda, Alfonso |
Institutions: | Stata User Group |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Endogenous treatment effects for count data models with endogenous participation or sample selection
Miranda, Alfonso, (2011)
-
Dealing with the cryptic survey: Processing labels and value labels with Mata
Miranda, Alfonso, (2009)
-
Dynamic probit models for panel data: A comparison of three methods of estimation
Miranda, Alfonso, (2007)
- More ...