Laisney, François; Lechner, Michael - In: Econometric Reviews 22 (2003) 1, pp. 1-28
We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel probit models with fixed effects for the case of small <italic>T</italic>and large <italic>N</italic>. The moments used are derived for each period from a first order approximation of the mean of the dependent...