This paper investigates the construction of moment conditions in discrete choice panel data with individual specific …

behavioral biases and discuss implications for portfolio theory. -- Trading Activity Datasets ; Panel Intensity Models ; Latent …We develop a panel intensity model, with a time varying latent factor, which captures the influence of unobserved time … & Hautsch (2006) to panel duration data. We show how to estimate the model parameters by a simulated maximum likelihood …

finite mixture panel model and endogenous clustering to examine cross-country differences and similarities in the effects of … growth determinants. Applying this approach to an annual unbalanced panel of 59 countries in Asia, Latin and Middle America …