This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

we demonstrate that in this extended setup Probit estimation on panel data sets does not pose a specific problem. The …Mundlak (1978) proposed the addition of time averages to the usual panel equation in order to remove the fixed effects …

This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …

shows that in the context of sample mean probability decompositions, error variance normalizations preclude estimation of …

simple simulation experiments. -- Dynamic discrete choice models ; initial conditions ; dynamic probit ; panel data …

The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …) bias in β^. We add to this literature in two important ways. First, we focus on estimation of the fixed effects proper, as …

The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …

econometric approaches that have been used for modelling fertility outcomes with cross-section and panel data. …

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the … robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian … specifications which includes the dynamic panel model with random effects, with cross-correlated effects à la Chamberlain, for the …