The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and … effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and … effect of unemployment on life satisfaction. -- ordered response ; panel data ; correlated heterogeneity ; incidental …

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …

compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …

This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …

. -- panel cointegration ; fully modified ordinary least squares ; fully modified seemingly unrelated regression ; dynamic …

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …

We study a fixed-T panel data logit model for ordered outcomes that accommodates fixed effects and state dependence. We … determinants of self-reported health in a panel of European countries over the period 2003-2016. We find that: (i) that the auto …

We show how the dynamic logit model for binary panel data may be approximated by a quadratic exponential model. Under …